Exponential convergence of adaptive importance sampling for Markov chains (Q4519099)
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scientific article; zbMATH DE number 1538487
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| English | Exponential convergence of adaptive importance sampling for Markov chains |
scientific article; zbMATH DE number 1538487 |
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Exponential convergence of adaptive importance sampling for Markov chains (English)
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1 August 2001
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adaptive procedures
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biased random walks
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learning algorithms
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Monte Carlo simulation
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particle transport
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zero-variance solution
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exponential convergence
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Markov chains
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nuclear reactor operations
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oil exploration
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radiation dosage calculations
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medical X-rays
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importance sampling
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0.8579891324043274
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0.7605669498443604
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