Mean-square optimization for global Monte Carlo algorithms

DOI10.1134/S1064562410040046zbMath1276.65001OpenAlexW2068783167MaRDI QIDQ600733

Gennady A. Mikhailov, Ilia N. Medvedev

Publication date: 1 November 2010

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

Full work available at URL: https://doi.org/10.1134/s1064562410040046

zbMATH Keywords

Markov chainMonte Carlo algorithmsFredholm integral equation of the second kindcollision estimate

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Numerical analysis or methods applied to Markov chains (65C40) Fredholm integral equations (45B05) Linear integral equations (45A05)

Cites Work

• Recurrent partial averaging in the theory of weighted Monte Carlo methods

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