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most citedConsistency of Markov chain quasi-Monte Carlo on continuous state spaces

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math.ST2011★ 39 cited

Consistency of Markov chain quasi-Monte Carlo on continuous state spaces

S. Chen, J. Dick, A. B. Owen

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using…