OPTIMAL MULTISTAGE SEQUENTIAL MONTE CARLO.

Research output: Contribution to journalArticle

Abstract

A methodology that combines the multistage-sequential and the two-stage optimum combination of variables (regression) Monte Carlo methods is exposed. This leads to the elimination of the need to evaluate complicated functions or integrals or matrix multiplications, as required in multistage-sequential Monte Carlo. A faster convergence is observed whenever a high positive correlation exists between the primary estimators used.

Original languageEnglish (US)
Pages (from-to)127-132
Number of pages6
JournalAtomkernenergie, Kerntechnik
Volume43
Issue number2
StatePublished - Jan 1 1983
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

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