منابع مشابه
Monte Carlo and quasi-Monte Carlo methods
Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...
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This paper surveys recent research on using Monte Carlo techniques to improve quasi-Monte Carlo techniques. Randomized quasi-Monte Carlo methods provide a basis for error estimation. They have, in the special case of scrambled nets, also been observed to improve accuracy. Finally through Latin supercube sampling it is possible to use Monte Carlo methods to extend quasi-Monte Carlo methods to hi...
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PURPOSE Scattering in the eye occurs mainly at two sites: the eye's optical media and the deeper retinal layers. Although the two phenomena are often treated collectively, their spatial domain of contribution to the double-pass Point Spread Function (PSF) is different: the fundus effect is limited to the narrow and middle part of the PSF whereas scattering in the eye's optics extends also to wi...
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Realistic statistical models often give rise to probability distributions that are computationally difficult to use for inference. Fortunately, we now have a collection of algorithms, known as Markov chain Monte Carlo (MCMC), that has brought many of these models within our computational reach. In turn, this has lead to a staggering amount of both theoretical and applied work on MCMC. Thus we d...
متن کاملIntroduction to Monte-Carlo Methods
converges to E(f(U)) almost surely when N tends to infinity. This suggests a very simple algorithm to approximate I: call a random number generator N times and compute the average (??). Observe that the method converges for any integrable function on [0, 1] : f is not necessarily a smooth function. In order to efficiently use the above Monte-Carlo method, we need to know its rate of convergence...
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ژورنال
عنوان ژورنال: Transactions of the Atomic Energy Society of Japan
سال: 2003
ISSN: 1347-2879,2186-2931
DOI: 10.3327/taesj2002.2.196