Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting'' (Q2332632)
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scientific article; zbMATH DE number 7126102
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| English | Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting'' |
scientific article; zbMATH DE number 7126102 |
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Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting'' (English)
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4 November 2019
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The paper studies the optimization of randomized Monte Carlo algorithms through statistical kernel estimation of the multidimensional distribution and a splitting approach to model a number \(n\) of baseline trajectories.
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probabilistic models
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randomized algorithm
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Monte Carlo methods
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statistical kernel estimation
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0.9124701
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0.8886978
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0.88147056
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0.88123775
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0.8739617
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0.86572695
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0.86438423
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0.8637763
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0.8616646
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