Science.Online
Search
Publisher and Institutes
Akademie Verlag
Deutsches Institut für Urbanistik
Oldenbourg Wissenschaftsverlag
Walter de Gruyter
Schattauer
You are here: Home :: Keyword index :: ret bis sol :: RNA-binding proteins - rocky shore RobbinsMonro algorithms

Items for "RobbinsMonro algorithms"

Adaptative Monte Carlo Method, A Variance Reduction Technique

In this article we propose an adaptative variance reduction method for Monte Carlo simulations. The method uses importance sampling scheme based on a change of drift...

Keywords: Monte Carlo methods, variance reduction, Importance Sampling, RobbinsMonro algorithms, Martingales, Chen projection method

03/2004 | Monte Carlo Methods and Applications, Walter de Gruyter