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Unbiased estimates of the Neumann series sum by the Monte Carlo method

โœ Scribed by S. M. Ermakov; P. G. Skvortsov


Book ID
105068014
Publisher
Springer US
Year
1978
Tongue
English
Weight
620 KB
Volume
9
Category
Article
ISSN
1573-8795

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On the Existence of Unbiased Monte Carlo
โœ Peter Mathรฉ ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 695 KB

For many typical instances where Monte Carlo methods are applied attempts were made to find unbiased estimators, since for them the Monte Carlo error reduces to the statistical error. These problems usually take values in the scalar field. If we study vector valued Monte Carlo methods, then we are c