Zero-Variance Solutions for Linear Monte Carlo
- 1 August 1989
- journal article
- research article
- Published by Taylor & Francis in Nuclear Science and Engineering
- Vol. 102 (4) , 332-340
- https://doi.org/10.13182/nse89-a23646
Abstract
A zero-variance solution exists for any linear Monte Carlo problem, and this solution can be obtained by sampling the random numbers proportional to the expected score subsequently produced by using these random numbers in the random walk.Keywords
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