Français
4. Acceleration techniques
We address here the notion of the cost of a Monte Carlo type method, i.e. the complexity of the computational procedures, and, more specifically, their efficiency. In particular, we describe general methods for improving it (see also [6] for more details).
4.1 Efficiency
To compare the efficiency of two different Monte Carlo methods, we look at both the variances of the two estimators and the corresponding computation times. If we denote by and
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Acceleration techniques
Pseudo-random number generation
Bibliography
References
The Ultimate Scientific and Technical Reference
