Adaptive simulation using perfect control variates
نویسندگان
چکیده
منابع مشابه
Adaptive Control Variates in Monte Carlo Simulation
Monte Carlo simulation is widely used in many fields. Unfortunately, it usually requires a large amount of computer time to obtain even moderate precision so it is necessary to apply efficiency improvement techniques. Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2004
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200020593