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MONTE CARLO FUSION

Dai, HS; Pollock, M; Roberts, G

Dai, HS (reprint author), Univ Essex, Dept Math Sci, Wivenhoe Pk, Colchester CO4 3SQ, Essex, England.

JOURNAL OF APPLIED PROBABILITY, 2019; 56 (1): 174

Abstract

In this paper we propose a new theory and methodology to tackle the problem of unifying Monte Carlo samples from distributed densities into a single M......

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