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ACCELERATED MONTE CARLO FOR PARTICLE DISPERSION

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Publication:4540565

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DOI10.1081/STA-100107698zbMath0999.65003OpenAlexW2008609414MaRDI QIDQ4540565

Rick Picard, Mark Fitzgerald

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100107698

zbMATH Keywords

convergence regression analysis Markov chains Monte Carlo method experimental design adaptive importance sampling airborne particle dispersion

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)

Related Items (1)

Adaptive simulation using perfect control variates

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