Universal modification of vector weighted method of dependent trials

DOI10.1080/03610918.2019.1656248MaRDI QIDQ5082833zbMATH OpenOpenAlexFDO

Authors I. N. Medvedev

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1656248

zbMATH Keywords

matrix weightcomputation costmultigroup transport theorysystem of linear integral equationsbranching of Markov chain trajectorytransfer of polarized radiationvector weight estimatorweighted method of dependent trials

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Dual representation of the mean square of the Monte Carlo vector estimator
• Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer
• Vector Monte Carlo algorithms with finite computational cost

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