A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method

自适应广义加权模拟采样(GWAS)方法几何收敛性的新证明

阅读:1

Abstract

Generalized Weighted Analog Sampling is a variance-reducing method for solving radiative transport problems that makes use of a biased (though asymptotically unbiased) estimator. The introduction of bias provides a mechanism for combining the best features of unbiased estimators while avoiding their limitations. In this paper we present a new proof that adaptive GWAS estimation based on combining the variance-reducing power of importance sampling with the sampling simplicity of correlated sampling yields geometrically convergent estimates of radiative transport solutions. The new proof establishes a stronger and more general theory of geometric convergence for GWAS.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。