SEQUENTIAL MONTE CARLO (REVISED).
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Pagination or Media Count:
The paper explores the possibilities of constructing Monte Carlo sampling schemes incorporating sequential improvement of the estimator used. Three such schemes are suggested for the solution of problems reducible to linear systems of equations. Computational experience suggests that the methods are workable in practice though sometimes requiring simplification to avoid excessive labor. The present text is an extensive revision of a paper with the same title published in Proc. Camb. Phil. Soc. 581962 57-78. Author
- Statistics and Probability