Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting

DOI10.1134/S0965542519050117zbMath1441.62093OpenAlexW2949640335MaRDI QIDQ2332632

Gennady A. Mikhailov

Publication date: 4 November 2019

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542519050117

zbMATH Keywords

Monte Carlo methodsrandomized algorithmprobabilistic modelsstatistical kernel estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Monte Carlo methods (65C05)

Related Items (3)

Numerical-statistical and analytical study of asymptotics for the average multiplication particle flow in a random medium ⋮ Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample ⋮ Estimation of the average particle flux in a stochastically homogeneous medium by Monte Carlo method

Cites Work

• Effective averaging of stochastic radiative models based on Monte Carlo simulation
• Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases
• Randomized projection method for estimating angular distributions of polarized radiation based on numerical statistical modeling
• Comparative analysis of vector algorithms for statistical modelling of polarized radiative transfer process
• Efficient Monte Carlo algorithms for evaluating the correlation characteristics of conditional mathematical expectations
• On Estimation of a Probability Density Function and Mode
• Numerical models of mosaic homogeneous isotropic random fields and problems of radiative transfer
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting