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

DOI10.1515/mcma-2016-0110zbMath1347.65005OpenAlexW2474322852WikidataQ42376681 ScholiaQ42376681MaRDI QIDQ308402

Rong Kong, Jerome Spanier

Publication date: 6 September 2016

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5639778

zbMATH Keywords

Monte Carlo methodsgeometric convergencegeneralized weighted analogradiative transport

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nuclear reactor theory; neutron transport (82D75)

Cites Work

• A new proof of geometric convergence for general transport problems based on sequential correlated sampling methods
• Weighted Uniform Sampling — a Monte Carlo Technique for Reducing Variance
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