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

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

Recommendations

• Vector estimators of the Monte Carlo method with a finite variance
• Vector estimators of the Monte Carlo method: dual representation and optimization
• scientific article; zbMATH DE number 4032891
• scientific article; zbMATH DE number 4060614
• Vector Monte Carlo algorithms with finite computational cost

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 (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• A new criterion for finiteness of weight estimator variance in statistical simulation

This page was built for publication: The use of the scalar Monte Carlo estimators for the optimization of the corresponding vector weight algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261317)