Fourier parametrization of the multi-dimensional Monte-Carlo efficiency
- 1 January 1992
- proceedings article
- Published by AIP Publishing in AIP Conference Proceedings
- Vol. 272 (2) , 1791-1794
- https://doi.org/10.1063/1.43289
Abstract
The parametrization of multi‐dimensional Monte‐Carlo efficiency by finite Fourier series has been considered. It does not require the filling of multi‐dimensional plots. The problems of method convergence as well as the terms number reduction are discussed. The procedure of determining of the optimal Fourier terms number based on the maximum entropy principle is proposed. The examples of three and four dimensional parametrizations are presented.Keywords
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