Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo

Dinner, Aaron R.; Thiede, Erik H.; Koten, Brian Van; Weare, Jonathan

doi:10.1137/18m122964x

Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo

Journal Article · Wed Jan 01 04:00:00 EST 2020 · SIAM/ASA Journal on Uncertainty Quantification

DOI:https://doi.org/10.1137/18m122964x· OSTI ID:1803977

Dinner, Aaron R. ^[1]; Thiede, Erik H.; Koten, Brian Van; Weare, Jonathan

OSTI

Not provided.

Research Organization:: New York Univ. (NYU), NY (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0020427

OSTI ID:: 1803977

Journal Information:: SIAM/ASA Journal on Uncertainty Quantification, Journal Name: SIAM/ASA Journal on Uncertainty Quantification Journal Issue: 3 Vol. 8; ISSN 2166-2525

Publisher:: SIAM

Country of Publication:: United States

Language:: English

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