INTERPRETATION OF CONDITIONAL MONTE-CARLO AS A FORM OF IMPORTANCE SAMPLING

被引：6

作者：

DUBI, A ^{[1
]}

HOROWITZ, YS ^{[1
]}

机构：

[1] UNIV NEGEV,DEPT PHYS,BEER SHEVA,ISRAEL

来源：

关键词：

D O I：

10.1137/0136011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：115 / 122

页数：8

共 8 条

[1]

ARNOLD HJ, 1956, P S MONTE CARLO METH, P80

[2]

DRAWBAUGH DW, 1967, NUCLEAR SCI ENG, V9, P185

[3]

Hammersley J. M., 1979, MONTE CARLO METHODS

[4] CONDITIONAL MONTE CARLO [J].

HAMMERSLEY, JM .

[5]

PENNY SK, 1967, NUCLEAR SCI ENGNG, V10, P75

[6]

Spanier J., 1969, MONTE CARLO PRINCIPL

[7]

TROTTER HF, 1956, P S MONTE CARLO METH, P64

[8] GROUPS AND CONDITIONAL MONTE-CARLO [J].

WENDEL, JG .

ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (04) :1048-1052