Optimization of Monte Carlo weighted methods for part of variables (Q4463681)
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scientific article; zbMATH DE number 2069790
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English | Optimization of Monte Carlo weighted methods for part of variables |
scientific article; zbMATH DE number 2069790 |
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Optimization of Monte Carlo weighted methods for part of variables (English)
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27 May 2004
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Monte Carlo weighted method
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terminating Markov chain
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modelling the free path
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partial optimization of modelling
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linear functionals
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second kind integral equation
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importance sampling
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sub-Markovian kernel
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variance reduction
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collision estimate
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algorithm
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