Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
连续状态空间中马尔可夫链拟蒙特卡洛的一致性
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 completely uniformly distributed driving sequences (2007) Stanford Univ.] reports substantial improvements when those random numbers are replaced by carefully balanced inputs from completely uniformly distributed sequences. The previous theoretical justification for using anything other than…