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(ε - α ) - MCMC - approximation under drift condition
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Łatuszyński, Krzysztof and Niemiro, Wojciech (2006) (ε - α ) - MCMC - approximation under drift condition. In: 6th International Workshop on Rare Event Simulation (RESIM 2006), Bamberg, Germany, 9-10 Oct 2006
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Official URL: http://www.informs.org/Attend-a-Conference/Confere...
Item Type: | Conference Item (Paper) | ||||
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Alternative Title: | ([epsilon] - [alpha]) - Markov chain Monte Carlo - approximation under drift condition | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Official Date: | 2006 | ||||
Dates: |
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Status: | Not Peer Reviewed | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 6th International Workshop on Rare Event Simulation (RESIM 2006) | ||||
Type of Event: | Workshop | ||||
Location of Event: | Bamberg, Germany | ||||
Date(s) of Event: | 9-10 Oct 2006 |
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