ACCELERATED MONTE CARLO FOR PARTICLE DISPERSION

DOI10.1081/STA-100107698zbMATH Open0999.65003OpenAlexW2008609414MaRDI QIDQ4540565FDOQ4540565

Authors: Mark Fitzgerald, Rick Picard 

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100107698

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zbMATH Keywords

experimental designconvergenceregression analysisMarkov chainsMonte Carlo methodadaptive importance samplingairborne particle dispersion

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)

Cited In (4)

• Exponential convergence of adaptive importance sampling for Markov chains
• Accelerating convergence in stochastic particle dispersion simulation codes
• Adaptive simulation using perfect control variates
• Monte Carlo Methods for Particle Transport

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