Universal modification of vector weighted method of dependent trials

DOI10.1080/03610918.2019.1656248OpenAlexW2969753448MaRDI QIDQ5082833FDOQ5082833

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

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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)

Cites Work

• Title not available (Why is that?)
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• Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer
• Dual representation of the mean square of the Monte Carlo vector estimator
• Vector Monte Carlo algorithms with finite computational cost

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