Optimization of randomized Monte Carlo algorithms for solving problems with random parameters

DOI10.1134/S1064562418060157MaRDI QIDQ1709852zbMATH OpenOpenAlexFDO

Authors G. A. Mikhaĭlov

Publication date 15 January 2019

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562418060157

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites work

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• On Estimation of a Probability Density Function and Mode
• Randomized projection method for estimating angular distributions of polarized radiation based on numerical statistical modeling

Cited in

(6)

• A feedback algorithm for determining search parameters for Monte Carlo optimization
• Optimal tuning of the hybrid Monte Carlo algorithm
• scientific article; zbMATH DE number 1203377 (Why is no real title available?)
• Techniques for Monte Carlo Optimizing
• An Optimal Algorithm for Monte Carlo Estimation
• Mean-square optimization for global Monte Carlo algorithms

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