The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms

DOI10.1007/978-1-4939-2104-1_35zbMATH Open1317.65255OpenAlexW2929508MaRDI QIDQ5261317FDOQ5261317

Authors: I. N. Medvedev 

Publication date: 3 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-2104-1_35

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zbMATH Keywords

method of randomizationmajorant kernelsfiniteness of the variancesystem of second-kind linear integral equationsweighted Monte Carlo estimators

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Systems of nonsingular linear integral equations (45F05)

Cited In (7)

• Vector estimators of the Monte Carlo method with a finite variance
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new criterion for finiteness of weight estimator variance in statistical simulation
• Study of weighted Monte Carlo algorithms with branching
• Universal modification of vector weighted method of correlated sampling with finite computational cost
• The efficiency study of splitting and branching in the Monte Carlo method

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