QMC sampling from empirical datasets
This paper presents a simple idea for the use of quasi-Monte Carlo sampling with empirical datasets, such as those generated by MCMC methods. It also presents and analyses a related idea of taking advantage of the Hilbert space-filling curve. Theoretical and numerical analyses are provided for both....
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Springer
2020
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