Universal modification of vector weighted method of dependent trials

DOI10.1080/03610918.2019.1656248OpenAlexW2969753448MaRDI QIDQ5082833

Ilia N. Medvedev

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1656248

zbMATH Keywords

matrix weightcomputation costmultigroup transport theorysystem of linear integral equationsbranching of Markov chain trajectorytransfer of polarized radiationvector weight estimatorweighted method of dependent trials

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Dual representation of the mean square of the Monte Carlo vector estimator
• Vector Monte Carlo algorithms with finite computational cost
• Variance of a standard vector Monte Carlo estimate in the theory of polarized radiative transfer

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