Ensemble Transport Adaptive Importance Sampling
نویسندگان
چکیده
منابع مشابه
Adaptive Importance Sampling Algorithms for Transport Problems
We describe how importance sampling methods may be applied adap-tively to the solution of particle transport problems. While the methods apply quite generally, we have so far studied in detail only problems involving planar geometry. The technique used is to represent the global solution of the transport equation as a linear combination of appropriately chosen basis functions and estimate a nit...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2019
ISSN: 2166-2525
DOI: 10.1137/17m1114867