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A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method - MaRDI portal

A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method (Q308402)

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scientific article; zbMATH DE number 6623667
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English
A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
scientific article; zbMATH DE number 6623667

    Statements

    A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method (English)
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    6 September 2016
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    Monte Carlo methods
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    radiative transport
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    generalized weighted analog
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    geometric convergence
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