Adaptive importance sampling with a rapidly varying importance function

Nuclear Science and Engineering

Volumn 136, Issue 3, 2000, Pages 399-408

  Booth, Thomas E ^a  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ITERATIVE METHODS; MONTE CARLO METHODS; PARAMETER ESTIMATION; POLYNOMIALS; RANDOM PROCESSES; SAMPLING;

LEGENDRE EXPANSION; RANDOM WALKS;

NUCLEAR PHYSICS;

EID: 0034323165     PISSN: 00295639     EISSN: None     Source Type: Journal    
DOI: 10.13182/NSE00-A2168     Document Type: Article

References (4)

1. C. HAYAKAWA, R. KONG, Y. LAI, and J. SPANIER, "Methods and Algorithms for Geometric Convergence in Transport Problems," LANL-99001, p. 30, Claremont Research Institute of Applied Mathematical Sciences/Los Alamos National Laboratory (1999).
2. Adaptive Zero-Variance Biasing for Infinite-Medium Energy-Dependent Transport," Research note X-CI:RN(U)98-031, Los Alamos National Laboratory (Aug. 3, 1998).
3. T. E. BOOTH, "Zero-Variance Solutions for Linear Monte Carlo," Nucl. Sci. Eng., 102, 332 (1989).
4. T. E. BOOTH, "Simultaneous Monte Carlo Zero-Variance Estimates of Several Correlated Means," Nucl. Sci. Eng., 129, 199 (1998).