Variance Reduction Through Smoothing and Control Variates for Markov Chain Simulations

Sigrún Andradóttir, Daniel P. Heyman, Teunis J. Ott. Variance Reduction Through Smoothing and Control Variates for Markov Chain Simulations. ACM Trans. Model. Comput. Simul., 3(3):167-189, 1993. [doi]

Abstract

Abstract is missing.