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Volumn 30, Issue 11, 2001, Pages 2459-2471

Accelerated monte carlo for particle dispersion

Author keywords

Adaptive methods; Exponential convergence; Importance sampling; Markov chains; Simulation

Indexed keywords


EID: 31244432523     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-100107698     Document Type: Article
Times cited : (1)

References (11)
  • 7
    • 0003566408 scopus 로고
    • Monte Carlo Particle Transport Methods: Neutron and Photon Calculations
    • Lux, L; Koblinger, L. Monte Carlo Particle Transport Methods: Neutron and Photon Calculations. Boca Raton, CRC Press, 1991.
    • (1991) Boca Raton, CRC Press
    • Lux, L.1    Koblinger, L.2
  • 9
    • 78649424388 scopus 로고
    • Weighted Average Importance Sampling and Defensive Mixture Distributions
    • Hesterberg, T. Weighted Average Importance Sampling and Defensive Mixture Distributions. Technometrics, 1995, 37, 185-194.
    • (1995) Technometrics , vol.37 , pp. 185-194
    • Hesterberg, T.1
  • 10
    • 0002104106 scopus 로고
    • Stochastic Monotonicity and Conditional Monte Carlo for Likelihood Ratios
    • Glasserman, P. Stochastic Monotonicity and Conditional Monte Carlo for Likelihood Ratios. Advances in Applied Probability, 1993, 25, 103-115.
    • (1993) Advances in Applied Probability , vol.25 , pp. 103-115
    • Glasserman, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.