Adaptively learning an importance function using transport constrained Monte Carlo

MaRDI QIDQ4934362zbMATH OpenFDO

Authors Thomas E. Booth

Publication date 11 May 2000

zbMATH Keywords

Boltzmann transport equationcase eigenfunction solutionimportance functionMonte Carlo methods

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Monte Carlo methods (65C05) Stochastic particle methods (65C35) Numerical methods for integral equations (65R20) Transport processes in time-dependent statistical mechanics (82C70)

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(1)

• Exponential convergence of adaptive importance sampling for Markov chains

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