An optimal source biased sampling density function for the Monte Carlo method

MaRDI QIDQ5499147zbMATH OpenFDO

Authors Jian Su, Zhi Zeng, Jianping Cheng, Junli Li

Publication date 11 February 2015

zbMATH Keywords

variance reductionMonte Carlo methodstratified samplingtransport processesparticle transportoptimal bias density functionsource biasing sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Transport processes in time-dependent statistical mechanics (82C70)

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Cited in

(2)

• Investigation and improvement of biased Monte Carlo estimates
• On the optimal design of the randomized unbiased Monte Carlo estimators

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