Monte Carlo efficiency improvement by multiple sampling of conditioned integration variables

Title
Monte Carlo efficiency improvement by multiple sampling of conditioned integration variables
Authors
Keywords
Monte Carlo integration, Monte Carlo efficiency, Monte Carlo in complex geometry, Statistical physics
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 326, Issue -, Pages 30-34
Publisher
Elsevier BV
Online
2016-09-09
DOI
10.1016/j.jcp.2016.08.036

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