A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
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Publication:308402
DOI10.1515/MCMA-2016-0110zbMATH Open1347.65005DBLPjournals/mcma/KongS16OpenAlexW2474322852WikidataQ42376681 ScholiaQ42376681MaRDI QIDQ308402FDOQ308402
Authors: Rong Kong, Jerome Spanier
Publication date: 6 September 2016
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5639778
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- Weighted Uniform Sampling — a Monte Carlo Technique for Reducing Variance
- A new proof of geometric convergence for general transport problems based on sequential correlated sampling methods
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