Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting'' (Q2332632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting'' |
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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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