Login / Signup

Method of trajectory rotation as a Monte Carlo variance reduction technique.

Vadim MoskvinLech Papiez
Published in: Monte Carlo Methods Appl. (2002)
Keyphrases
  • monte carlo
  • variance reduction
  • importance sampling
  • monte carlo simulation
  • markov chain
  • quasi monte carlo
  • computational complexity
  • monte carlo methods
  • objective function
  • adaptive sampling