Variance reduction by means of deterministic computation
- We study the collision estimate of Monte Carlo methods for the solution of integral equations. A new variance technique is proposed and analyzed. It consists in the separation of the main part by constructing a neighboring equation based on deterministic numerical methods.
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| Author: | Stefan Heinrich |
|---|---|
| URN: | urn:nbn:de:hbz:386-kluedo-49530 |
| Serie (Series number): | Interner Bericht des Fachbereich Informatik (285) |
| Document Type: | Report |
| Language of publication: | English |
| Publication Date: | 2017/10/26 |
| Year of Publication: | 1996 |
| Publishing Institute: | Technische Universität Kaiserslautern |
| Date of the Publication (Server): | 2017/10/26 |
| Number of page: | 14 |
| Faculties / Organisational entities: | Kaiserslautern - Fachbereich Informatik |
| DDC-Cassification: | 0 Allgemeines, Informatik, Informationswissenschaft / 004 Informatik |
| Licence (German): |  Creative Commons 4.0 - Namensnennung, nicht kommerziell, keine Bearbeitung (CC BY-NC-ND 4.0) |