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.
Author: | Stefan Heinrich |
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URN: | urn:nbn:de:hbz:386-kluedo-49530 |
Series (Serial Number): | Interner Bericht des Fachbereich Informatik (285) |
Document Type: | Report |
Language of publication: | English |
Date of Publication (online): | 2017/10/26 |
Year of first Publication: | 1996 |
Publishing Institution: | Technische Universität Kaiserslautern |
Date of the Publication (Server): | 2017/10/26 |
Page Number: | 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) |