Systematic Efficiency Enhancement in Monte Carlo Applications. Final Progress Report, July 1, 1976-January 31, 1980

摘要

Research performed under the grant period has been undertaken as part of the principal investigator's long-term efforts to develop new, more efficient estimators for application to a wide variety of practical problems. Two rather different approaches have characterized the work: (1) the use of a multistage analysis to optimize the efficiencies (variances) of families of estimating random variables in a traditional statistical Monte Carlo framework, and (2) the development of parallel quasi-random sampling techniques and corresponding deterministic error bounds.