Variance reduction through smoothing and control variates for Markov chain simulations

article Free Access Share on Variance reduction through smoothing and control variates for Markov chain simulations Authors: Sigrún Andradóttir Univ. of Wisconsin–Madison, Madison Univ. of Wisconsin–Madison, MadisonView Profile , Daniel P. Heyman Bellcore, Morristown, NJ Bellcore, Morristown, NJView Profile , Teunis J. Ott Bellcore, Morristown, NJ Bellcore, Morristown, NJView Profile Authors Info & Claims ACM Transactions on Modeling and Computer SimulationVolume 3Issue 3July 1993 pp 167–189https://doi.org/10.1145/174153.174154Published:01 July 1993Publication History 25citation420DownloadsMetricsTotal Citations25Total Downloads420Last 12 Months11Last 6 weeks1 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my Alerts New Citation Alert!