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MISER algorithm

The MISER algorithm is a method for reducing error in the Monte Carlo simulation by focusing the search in areas of the function with higher variance using recursive stratified sampling.

References

  • W.H. Press, G.R. Farrar, Recursive Stratified Sampling for Multidimensional Monte Carlo Integration, Computers in Physics, v4 (1990), pp190-195.


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07-14-2008 23:18:10
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