{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,11]],"date-time":"2026-05-11T10:37:02Z","timestamp":1778495822179,"version":"3.51.4"},"reference-count":35,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"3","funder":[{"name":"Applied Basic Research Foundation of Guangdong Province","award":["2025A1515011888"],"award-info":[{"award-number":["2025A1515011888"]}]},{"name":"Applied Basic Research Foundation of Guangdong Province","award":["2024A1515011876"],"award-info":[{"award-number":["2024A1515011876"]}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12071154"],"award-info":[{"award-number":["12071154"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM\/ASA J. Uncertainty Quantification"],"published-print":{"date-parts":[[2025,9,30]]},"DOI":"10.1137\/24m1660747","type":"journal-article","created":{"date-parts":[[2025,8,21]],"date-time":"2025-08-21T07:32:57Z","timestamp":1755761577000},"page":"1174-1199","source":"Crossref","is-referenced-by-count":1,"title":["Unbiased Markov Chain Quasi-Monte Carlo for Gibbs Samplers"],"prefix":"10.1137","volume":"13","author":[{"ORCID":"https:\/\/orcid.org\/0009-0008-1956-6537","authenticated-orcid":true,"given":"Jiarui","family":"Du","sequence":"first","affiliation":[{"name":"School of Mathematics, South China University of Technology, Guangzhou, 510641 Guangdong, People\u2019s Republic of China."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0730-5953","authenticated-orcid":true,"given":"Zhijian","family":"He","sequence":"additional","affiliation":[{"name":"Corresponding author. School of Mathematics, South China University of Technology, Guangzhou, 510641 Guangdong, People\u2019s Republic of China."}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2025,8,21]]},"reference":[{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1214\/10-AOS831"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-27440-4_15"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/0041-5553(67)90041-9"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1137\/0713071"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-8643-8"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511761188"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1214\/EJP.v19-3132"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1214\/16-AAP1173"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/34.3-4.320"},{"key":"ref11","series-title":"Appl. Math. (N. Y.) 53","volume-title":"Monte Carlo Methods in Financial Engineering","author":"Glasserman P.","year":"2004"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1417528487"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2020.113136"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1080\/00949655.2024.2312951"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/0095-0696(78)90006-2"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1137\/22M1510121"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/asy074"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2018.1548856"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1111\/rssb.12336"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1145\/641876.641879"},{"key":"ref21","first-page":"277","volume":"1","author":"Cam L. Le","year":"1953","journal-title":"Univ. California Publ. Statist."},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1080\/10618600.1998.10474775"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1214\/20-EJS1727"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.2307\/1911029"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0121112"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-2552-2_19"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1142\/9789812567765_0004"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.0409596102"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-7152(96)00140-X"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.2013.829001"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1002\/(SICI)1098-2418(199608\/09)9:1\/2<223::AID-RSA14>3.0.CO;2-O"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-4145-2"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177729394"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1214\/07-EJS162"},{"key":"ref41","volume-title":"Introductory Econometrics: A Modern Approach","author":"Wooldridge J.","year":"2016","edition":"6"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1214\/14-EJS898"}],"container-title":["SIAM\/ASA Journal on Uncertainty Quantification"],"original-title":[],"language":"en","deposited":{"date-parts":[[2025,8,21]],"date-time":"2025-08-21T07:33:03Z","timestamp":1755761583000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/24M1660747"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,8,21]]},"references-count":35,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2025,9,30]]}},"alternative-id":["10.1137\/24M1660747"],"URL":"https:\/\/doi.org\/10.1137\/24m1660747","relation":{},"ISSN":["2166-2525"],"issn-type":[{"value":"2166-2525","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025,8,21]]}}}