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Unbiased monte carlo evaluation of certain functional integrals

✍ Scribed by Wolfgang Wagner


Book ID
107788858
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
674 KB
Volume
71
Category
Article
ISSN
0021-9991

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On the Existence of Unbiased Monte Carlo
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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