Universal modification of vector weighted method of correlated sampling with finite computational cost
Sign Up to like & getrecommendations! Published in 2019 at "Russian Journal of Numerical Analysis and Mathematical Modelling"
DOI: 10.1515/rnam-2019-0004
Abstract: Abstract The weighted method of dependent trials or weighted method of correlated sampling (MCS) allows one to construct estimators for functionals based on the same Markov chain simultaneously for a given range of the problem… read more here.
Keywords: weighted method; computational cost; method correlated; cost ... See more keywords