Parametric weighted minimax estimates in Monte Carlo methods
Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theor...
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Gespeichert in:
| Autor*in: |
Mikhailov, G. A. [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2013 |
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| Schlagwörter: |
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| Anmerkung: |
© Pleiades Publishing, Ltd. 2013 |
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| Übergeordnetes Werk: |
Enthalten in: Computational mathematics and mathematical physics - Springer US, 1992, 53(2013), 9 vom: Sept., Seite 1323-1335 |
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| Übergeordnetes Werk: |
volume:53 ; year:2013 ; number:9 ; month:09 ; pages:1323-1335 |
| Links: |
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| DOI / URN: |
10.1134/S0965542513090091 |
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OLC203735181X |
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| 520 | |a Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. | ||
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10.1134/S0965542513090091 doi (DE-627)OLC203735181X (DE-He213)S0965542513090091-p DE-627 ger DE-627 rakwb eng 510 VZ Mikhailov, G. A. verfasserin aut Parametric weighted minimax estimates in Monte Carlo methods 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Pleiades Publishing, Ltd. 2013 Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. Monte Carlo method similar trajectory method minimax algorithms Rozhenko, S. A. aut Enthalten in Computational mathematics and mathematical physics Springer US, 1992 53(2013), 9 vom: Sept., Seite 1323-1335 (DE-627)131059181 (DE-600)1106328-2 (DE-576)029158060 0965-5425 nnns volume:53 year:2013 number:9 month:09 pages:1323-1335 https://doi.org/10.1134/S0965542513090091 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OPC-MAT GBV_ILN_70 AR 53 2013 9 09 1323-1335 |
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10.1134/S0965542513090091 doi (DE-627)OLC203735181X (DE-He213)S0965542513090091-p DE-627 ger DE-627 rakwb eng 510 VZ Mikhailov, G. A. verfasserin aut Parametric weighted minimax estimates in Monte Carlo methods 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Pleiades Publishing, Ltd. 2013 Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. Monte Carlo method similar trajectory method minimax algorithms Rozhenko, S. A. aut Enthalten in Computational mathematics and mathematical physics Springer US, 1992 53(2013), 9 vom: Sept., Seite 1323-1335 (DE-627)131059181 (DE-600)1106328-2 (DE-576)029158060 0965-5425 nnns volume:53 year:2013 number:9 month:09 pages:1323-1335 https://doi.org/10.1134/S0965542513090091 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OPC-MAT GBV_ILN_70 AR 53 2013 9 09 1323-1335 |
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10.1134/S0965542513090091 doi (DE-627)OLC203735181X (DE-He213)S0965542513090091-p DE-627 ger DE-627 rakwb eng 510 VZ Mikhailov, G. A. verfasserin aut Parametric weighted minimax estimates in Monte Carlo methods 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Pleiades Publishing, Ltd. 2013 Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. Monte Carlo method similar trajectory method minimax algorithms Rozhenko, S. A. aut Enthalten in Computational mathematics and mathematical physics Springer US, 1992 53(2013), 9 vom: Sept., Seite 1323-1335 (DE-627)131059181 (DE-600)1106328-2 (DE-576)029158060 0965-5425 nnns volume:53 year:2013 number:9 month:09 pages:1323-1335 https://doi.org/10.1134/S0965542513090091 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OPC-MAT GBV_ILN_70 AR 53 2013 9 09 1323-1335 |
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10.1134/S0965542513090091 doi (DE-627)OLC203735181X (DE-He213)S0965542513090091-p DE-627 ger DE-627 rakwb eng 510 VZ Mikhailov, G. A. verfasserin aut Parametric weighted minimax estimates in Monte Carlo methods 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Pleiades Publishing, Ltd. 2013 Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. Monte Carlo method similar trajectory method minimax algorithms Rozhenko, S. A. aut Enthalten in Computational mathematics and mathematical physics Springer US, 1992 53(2013), 9 vom: Sept., Seite 1323-1335 (DE-627)131059181 (DE-600)1106328-2 (DE-576)029158060 0965-5425 nnns volume:53 year:2013 number:9 month:09 pages:1323-1335 https://doi.org/10.1134/S0965542513090091 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OPC-MAT GBV_ILN_70 AR 53 2013 9 09 1323-1335 |
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Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. © Pleiades Publishing, Ltd. 2013 |
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Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. © Pleiades Publishing, Ltd. 2013 |
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Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities. © Pleiades Publishing, Ltd. 2013 |
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A.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Parametric weighted minimax estimates in Monte Carlo methods</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2013</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">ohne Hilfsmittel zu benutzen</subfield><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Band</subfield><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Pleiades Publishing, Ltd. 2013</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract In the similar trajectory method (STM), the numerical-statistical modeling of trajectories of particles (radiation quanta) is implemented by applying an auxiliary radiation model. Weighted estimates of the functionals are calculated simultaneously for a set physical parameters values. Theoretical and numerical aspects of choosing an auxiliary model with the aim of minimizing the parametric maximum of the mean-square error in weighted estimates are discussed. Previously known results concerning minimax STM algorithms are refined, and new assertions are obtained. The STM is used to numerically study the parametric dependence of the “transport approximation” error for the particle transmission, absorption, and reflection probabilities.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Monte Carlo method</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">similar trajectory method</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">minimax algorithms</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Rozhenko, S. A.</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">Computational mathematics and mathematical physics</subfield><subfield code="d">Springer US, 1992</subfield><subfield code="g">53(2013), 9 vom: Sept., Seite 1323-1335</subfield><subfield code="w">(DE-627)131059181</subfield><subfield code="w">(DE-600)1106328-2</subfield><subfield code="w">(DE-576)029158060</subfield><subfield code="x">0965-5425</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:53</subfield><subfield code="g">year:2013</subfield><subfield code="g">number:9</subfield><subfield code="g">month:09</subfield><subfield code="g">pages:1323-1335</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">https://doi.org/10.1134/S0965542513090091</subfield><subfield code="z">lizenzpflichtig</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_OLC</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OLC-MAT</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OPC-MAT</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">53</subfield><subfield code="j">2013</subfield><subfield code="e">9</subfield><subfield code="c">09</subfield><subfield code="h">1323-1335</subfield></datafield></record></collection>
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