Optimization of Importance-Sampling Parameters in Monte Carlo
- 1 June 1972
- journal article
- research article
- Published by Taylor & Francis in Nuclear Science and Engineering
- Vol. 48 (2) , 219
- https://doi.org/10.13182/nse72-a22473
Abstract
Let α be a parameter governing a Monte Carlo importance sampling process. This note gives formulas by which the results of a Monte Carlo run may be used to estimate the derivatives of the v...Keywords
This publication has 0 references indexed in Scilit: