Variance Reduction of Monte Carlo Simulation in Nuclear Medicine

Variance Reduction of Monte Carlo Simulation in Nuclear Engineering Field

The Monte Carlo method is a numerical technique that using random numbers and proba‐ bility to solve problems. It represents an attempt to model nature through direct simulation for any possible results, by substituting a range of values (a probability distribution) for any factor that has inherent uncertainty. The method is named after the city in the Monaco prin‐ cipality, because of roulette...

Variance Reduction Techniques in Monte Carlo Methods

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the introduction of computers. This increased computer power has stimulated simulation analysts to develo...

Variance Reduction in Monte-Carlo Tree Search

Monte-Carlo Tree Search (MCTS) has proven to be a powerful, generic planning technique for decision-making in single-agent and adversarial environments. The stochastic nature of the Monte-Carlo simulations introduces errors in the value estimates, both in terms of bias and variance. Whilst reducing bias (typically through the addition of domain knowledge) has been studied in the MCTS literature...

Monte Carlo Integration and Variance Reduction

Low-variance deviational simulation Monte Carlo

We present and discuss a particle simulation method for solving the Boltzmann equation which incorporates the variance reduction ideas presented in L. L. Baker and N. G. Hadjiconstantinou Physics of Fluids 17, 051703 2005 . The variance reduction, achieved by simulating only the deviation from equilibrium, results in a significant computational efficiency advantage for low speed flows compared ...