Adaptive estimation procedures for multi-parameter Monte Carlo computations

DOI10.1016/0021-9991(80)90022-4zbMath0454.65007OpenAlexW2025945951MaRDI QIDQ1149726

F. H. Maltz, Donald L. Hitzl

Publication date: 1980

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(80)90022-4

zbMATH Keywords

computational resultsvariance reduction techniquemulti-parameter Monte Carlo computations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Parameter estimation in flow through partially saturated porous materials ⋮ Mathematical models with exact renormalization for turbulent transport ⋮ A stochastic projection method for fluid flow. I: Basic formulation

Cites Work

• Unnamed Item
• Variance reduction in Monte Carlo computations using multi-dimensional Hermite polynomials
• Hermite expansions in Monte-Carlo computation
• Nonlinear Adaptive Estimation Procedures for Increasing the Efficiency in Monte Carlo Computations
• A Retrospective and Prospective Survey of the Monte Carlo Method

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