Improvement of weight computational statistical modeling via the transition to a subcritical Galton-Watson process

DOI10.1134/S1064562409010177zbMath1281.60071OpenAlexW2000472804MaRDI QIDQ1760936

Ilia N. Medvedev, Gennady A. Mikhailov

Publication date: 15 November 2012

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562409010177

zbMATH Keywords

Monte Carlo estimationsubcritical Galton-Watson processexponential transformation method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Universal modification of vector weighted method of correlated sampling with finite computational cost ⋮ Vector Monte Carlo algorithms with finite computational cost

Cites Work

• Optimization of Monte Carlo weighted methods for part of variables
• Unnamed Item

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