Abstract
New algorithms for optimizing local estimates of the Monte Carlo method for solving nonstationary problems of laser sensing of natural media are constructed. To decrease the computational cost of the algorithms an optimization of local estimates is proposed based upon the “splitting” method. A series of numerical experiments was carried out, illustrating the effectiveness of the proposed optimization.
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References
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Acknowledgements
The work is partly supported by Integrational Project SB RAS No. 52, RAS Presidium Project No. 15.9-1 and the Program “Leading Scientific Schools” (grant SS-5111.2014.1).
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Kablukova, E., Kargin, B. (2014). Optimizing Local Estimates of the Monte Carlo Method for Problems of Laser Sensing of Scattering Media. In: Melas, V., Mignani, S., Monari, P., Salmaso, L. (eds) Topics in Statistical Simulation. Springer Proceedings in Mathematics & Statistics, vol 114. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2104-1_29
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DOI: https://doi.org/10.1007/978-1-4939-2104-1_29
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