Universal modification of vector weighted method of correlated sampling with finite computational cost

DOI10.1515/RNAM-2019-0004MaRDI QIDQ2414082zbMATH OpenOpenAlexWikidataFDO

Authors I. N. Medvedev

Publication date 10 May 2019

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rnam-2019-0004

zbMATH Keywords

branching of Markov chain trajectoryfinite computational costmatrix weighttransfer of polarized radiationweighted method of correlated sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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Cites work

• A new criterion for finiteness of weight estimator variance in statistical simulation
• Dual representation of the mean square of the Monte Carlo vector estimator
• scientific article; zbMATH DE number 3967776 (Why is no real title available?)
• scientific article; zbMATH DE number 52670 (Why is no real title available?)
• scientific article; zbMATH DE number 3454731 (Why is no real title available?)
• Improvement of weight computational statistical modeling via the transition to a subcritical Galton-Watson process
• Monte Carlo algorithms for reconstruction of the scattering indicatrix adjusted for polarization
• Monte Carlo method of calculating the derivatives of polarized radiation
• Probabilistic-algebraic algorithms of Monte Carlo methods
• Vector Monte Carlo algorithms with finite computational cost

Cited in

(2)

• Universal modification of vector weighted method of dependent trials
• scientific article; zbMATH DE number 7771095 (Why is no real title available?)

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