1982•Journal of Computational PhysicsRequires access

Efficient variance-reduction transformations for the simulation of a ratio of two means: application to quantum Monte Carlo simulations

Heather L. Gordon, Stuart M. Rothstein, Timothy R Proctor

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Key concepts: Variance reduction, Control variates, Monte Carlo method, Importance sampling, Sampling (signal processing), Variance (accounting), Reduction (mathematics), Quantum Monte Carlo