Monte Carlo variance reduction techniques have become indispensable in radiation transport simulations, where the challenge of obtaining statistically significant results in deep-penetration problems ...

This is a preview. Log in through your library . Abstract This paper considers some statistical aspects of applying control variates to achieve variance reduction in the estimation of a vector of ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

This is a preview. Log in through your library . Abstract We consider Monte Carlo methods for the classical nonlinear filtering problem. The first method is based on a backward pathwise filtering ...