An approximate Monte Carlo adaptive importance sampling method

Nuclear Science and Engineering

Volumn 138, Issue 1, 2001, Pages 96-103

  Booth, T E ^a  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; SAMPLING;

RANDOM WALKS; ZERO-VARIANCE KERNELS;

MONTE CARLO METHODS;

EID: 0035340430     PISSN: 00295639     EISSN: None     Source Type: Journal    
DOI: 10.13182/NSE01-A2204     Document Type: Article

References (6)

1. Exponential convergence on a continuous Monte Carlo transport problem
2. Exponential convergence of adaptive importance sampling for markov chains
3. Zero-variance solutions for linear Monte Carlo