Weight optimization in multichannel Monte Carlo
Weight optimization in multichannel Monte Carlo
复制标题
多通道蒙特卡罗中的权重优化
DOI：
10.1016/0010-4655(94)90043-4
复制
发表时间：
1994
影响因子：
6.3
通讯作者：
R. Pittau
中科院分区：
文献类型：
--
作者：
R. Kleiss;R. Pittau
我们讨论了蒙特卡罗积分精度的提高，这可以通过优化各个通道的先验权重来获得。这些通道可以是分层采样方法中的层，也可以是几个“近似”分布，例如粒子现象学事件生成器中使用的分布。该优化算法不需要任何初始化，每个蒙特卡罗积分点都可以用于积分的评估。我们描述了我们在实际问题中使用此方法的经验，观察到程序速度有效提高了几乎一个数量级。
We discuss the improvement in the accuracy of a Monte Carlo integration that can be obtained by optimization of thea-priori weightsof the various channels. These channels may be either the strata in a stratified-sampling approach, or the several ‘approximate’ distributions such as are used in event generators for particle phenomenology. The optimization algorithm does not require any initialization, and each Monte Carlo integration point can be used in the evaluation of the integral. We describe our experience with this method in a realistic problem, where an effective increase in program speed by almost an order of magnitude is observed.