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A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method
Work
Year: 2016
Type: article
Abstract: Generalized Weighted Analog Sampling is a variance-reducing method for solving radiative transport problems that makes use of a biased (though asymptotically unbiased) estimator. The introduction of ... more
Source: Monte Carlo Methods and Applications
Authors Rong Kong, Jerome Spanier
Institutions Beckman Laser Institute and Medical Clinic, University of California, Irvine
Cites: 10
Cited by: 1
Related to: 10
FWCI: 0.219
Citation percentile (by year/subfield): 34.01
Topic: Statistical Methods and Inference
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green