Zero-Variance Principle for Monte Carlo Algorithms
نویسندگان
چکیده
منابع مشابه
Zero-variance principle for Monte Carlo algorithms
We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different variance. By writing down the zero-variance condition a fundamental equation determining the optimal choice for the renormalized observable is derived (zero...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 1999
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.83.4682