Adaptive estimation procedures for multi-parameter Monte Carlo computations
- 1 September 1980
- journal article
- Published by Elsevier in Journal of Computational Physics
- Vol. 37 (2), 218-241
- https://doi.org/10.1016/0021-9991(80)90022-4
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Nonlinear Adaptive Estimation Procedures for Increasing the Efficiency in Monte Carlo ComputationsJournal of Guidance and Control, 1980
- Variance reduction in Monte Carlo computations using multi-dimensional hermite polynomialsJournal of Computational Physics, 1979
- Hermite expansions in Monte-Carlo computationJournal of Computational Physics, 1971
- A Retrospective and Prospective Survey of the Monte Carlo MethodSIAM Review, 1970