Standard

Universal modification of vector weighted method of dependent trials. / Medvedev, Ilia N.

In: Communications in Statistics: Simulation and Computation, Vol. 51, No. 2, 2022, p. 518-526.

Research output: Contribution to journal › Article › peer-review

Harvard

Medvedev, IN 2022, 'Universal modification of vector weighted method of dependent trials', Communications in Statistics: Simulation and Computation, vol. 51, no. 2, pp. 518-526. https://doi.org/10.1080/03610918.2019.1656248

APA

Medvedev, I. N. (2022). Universal modification of vector weighted method of dependent trials. Communications in Statistics: Simulation and Computation, 51(2), 518-526. https://doi.org/10.1080/03610918.2019.1656248

Vancouver

Medvedev IN. Universal modification of vector weighted method of dependent trials. Communications in Statistics: Simulation and Computation. 2022;51(2):518-526. doi: 10.1080/03610918.2019.1656248

Author

Medvedev, Ilia N. / Universal modification of vector weighted method of dependent trials. In: Communications in Statistics: Simulation and Computation. 2022 ; Vol. 51, No. 2. pp. 518-526.

BibTeX

@article{5e3d660f0c034c28812778d998f73de8,
title = "Universal modification of vector weighted method of dependent trials",
abstract = "Vector weighted Monte Carlo algorithms for the estimation of linear functionals of set of solutions of systems of the 2nd kind integral equations are studied. A universal modification of the vector weighted method of dependent trials with branching of the Markov chain trajectory relative to the elements of matrix weight is constructed. It is shown that the computational cost of the constructed algorithms is finite in the case when the solutions of systems of the 2nd kind are bounded. The application of constructed method of dependent trials is presented for some problems of the radiation transfer theory with allowance for polarization and multigroup transport theory.",
keywords = "Branching of Markov chain trajectory, Computation cost, Matrix weight, Multigroup transport theory, System of linear integral equations, Transfer of polarized radiation, Vector weight estimator, Weighted method of dependent trials",
author = "Medvedev, {Ilia N.}",
note = "Publisher Copyright: {\textcopyright} 2019 Taylor & Francis Group, LLC.",
year = "2022",
doi = "10.1080/03610918.2019.1656248",
language = "English",
volume = "51",
pages = "518--526",
journal = "Communications in Statistics Part B: Simulation and Computation",
issn = "0361-0918",
publisher = "Taylor and Francis Ltd.",
number = "2",

}

RIS

TY - JOUR

T1 - Universal modification of vector weighted method of dependent trials

AU - Medvedev, Ilia N.

N1 - Publisher Copyright: © 2019 Taylor & Francis Group, LLC.

PY - 2022

Y1 - 2022

N2 - Vector weighted Monte Carlo algorithms for the estimation of linear functionals of set of solutions of systems of the 2nd kind integral equations are studied. A universal modification of the vector weighted method of dependent trials with branching of the Markov chain trajectory relative to the elements of matrix weight is constructed. It is shown that the computational cost of the constructed algorithms is finite in the case when the solutions of systems of the 2nd kind are bounded. The application of constructed method of dependent trials is presented for some problems of the radiation transfer theory with allowance for polarization and multigroup transport theory.

AB - Vector weighted Monte Carlo algorithms for the estimation of linear functionals of set of solutions of systems of the 2nd kind integral equations are studied. A universal modification of the vector weighted method of dependent trials with branching of the Markov chain trajectory relative to the elements of matrix weight is constructed. It is shown that the computational cost of the constructed algorithms is finite in the case when the solutions of systems of the 2nd kind are bounded. The application of constructed method of dependent trials is presented for some problems of the radiation transfer theory with allowance for polarization and multigroup transport theory.

KW - Branching of Markov chain trajectory

KW - Computation cost

KW - Matrix weight

KW - Multigroup transport theory

KW - System of linear integral equations

KW - Transfer of polarized radiation

KW - Vector weight estimator

KW - Weighted method of dependent trials

UR - http://www.scopus.com/inward/record.url?scp=85070946975&partnerID=8YFLogxK

U2 - 10.1080/03610918.2019.1656248

DO - 10.1080/03610918.2019.1656248

M3 - Article

AN - SCOPUS:85070946975

VL - 51

SP - 518

EP - 526

JO - Communications in Statistics Part B: Simulation and Computation

JF - Communications in Statistics Part B: Simulation and Computation

SN - 0361-0918

IS - 2

ER -

ID: 21348915