Importance Sampling for Markov Chains: Computing Variance and Determining Optimal Measures

Indira Kuruganti, Stephen G. Strickland. Importance Sampling for Markov Chains: Computing Variance and Determining Optimal Measures. In Winter Simulation Conference. pages 273-280, 1996. [doi]

@inproceedings{KurugantiS96,
  title = {Importance Sampling for Markov Chains: Computing Variance and Determining Optimal Measures},
  author = {Indira Kuruganti and Stephen G. Strickland},
  year = {1996},
  doi = {10.1145/256562.256624},
  url = {http://doi.acm.org/10.1145/256562.256624},
  tags = {Markov},
  researchr = {https://researchr.org/publication/KurugantiS96},
  cites = {0},
  citedby = {0},
  pages = {273-280},
  booktitle = {Winter Simulation Conference},
}