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Improved Diffusion Monte Carlo - MaRDI portal

Improved Diffusion Monte Carlo (Q2930048)

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Improved Diffusion Monte Carlo
scientific article

    Statements

    title
    Improved Diffusion Monte Carlo (English)
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    author
    Jonathan Weare
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    Martin Hairer
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    publication date
    17 November 2014
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    zbMATH Keywords
    diffusion Monte Carlo algorithm
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    simulation problems
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    nonlinear filtering
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    rare event simulation problem
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    high-frequency data assimilation problem
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    Identifiers

    DOI
    10.1002/cpa.21526
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    zbMATH DE Number
    6370212
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    OpenAlex ID
    W2963176898
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    Wikidata QID
    Q56894194
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    arXiv ID
    1207.2866
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