138 citations · 788 across the 67 of their papers we have counts for
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stat.CO2013★ 10 cited
Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo
Josef Dick, Daniel Rudolf
Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers.…
stat.CO2013★ 7 cited
Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo
Josef Dick, Daniel Rudolf, Houying Zhu
Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the d…