Generational Variance Reduction in Monte Carlo Criticality Simulations as a Way of Mitigating Unwanted Correlations

Spin Correlations in Monte Carlo Simulations

We show that the algorithm originally proposed by Collins and Knowles for spin correlations in the QCD parton shower can be used in order to include spin correlations between the production and decay of heavy particles in Monte Carlo event generators. This allows correlations to be included while maintaining the step-by-step approach of the Monte Carlo event generation process. We present examp...

Variance Reduction Techniques in Monte Carlo Methods

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the introduction of computers. This increased computer power has stimulated simulation analysts to develo...

Variance Reduction in Monte-Carlo Tree Search

Monte-Carlo Tree Search (MCTS) has proven to be a powerful, generic planning technique for decision-making in single-agent and adversarial environments. The stochastic nature of the Monte-Carlo simulations introduces errors in the value estimates, both in terms of bias and variance. Whilst reducing bias (typically through the addition of domain knowledge) has been studied in the MCTS literature...

Planar and SPECT Monte Carlo acceleration using a variance reduction technique in I131 imaging

Background: Various variance reduction techniques such as forced detection (FD) have been implemented in Monte Carlo (MC) simulation of nuclear medicine in an effort to decrease the simulation time while keeping accuracy. However most of these techniques still result in very long MC simulation times for being implemented into routine use. Materials and Methods: Convolution-based force...

Monte Carlo Integration and Variance Reduction