# Interpretation of conditional Monte Carlo as a form of importance sampling

## Abstract

Conditional Monte Carlo has been recognized as a potentially useful method in various Monte Carlo applications. It seems, however, that the method has not gained widespread popularity, presumably due to the complexity involved in the formulation and operation of the technique. An original and simplified approach to conditional Monte Carlo is presented in which it is interpreted as a modified form of importance sampling. This approach provides a straightforward framework by which any conditional sampling problem can be handled. The benefits are demonstrated by applying the approach to two problems: one of a general statistical nature and the other concerning the neutron transport equation.

- Authors:

- Publication Date:

- Research Org.:
- Ben Gurion University of the Negev, Beersheva, Israel

- OSTI Identifier:
- 6837078

- Alternate Identifier(s):
- OSTI ID: 6837078

- Resource Type:
- Journal Article

- Journal Name:
- SIAM J. Appl. Math.; (United States)

- Additional Journal Information:
- Journal Volume: 36:1

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 73 NUCLEAR PHYSICS AND RADIATION PHYSICS; 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; MONTE CARLO METHOD; NEUTRON TRANSPORT THEORY; SAMPLING; STATISTICS; MATHEMATICS; TRANSPORT THEORY 654003* -- Radiation & Shielding Physics-- Neutron Interactions with Matter; 990200 -- Mathematics & Computers

### Citation Formats

```
Dubi, A., and Horowitz, Y.S.
```*Interpretation of conditional Monte Carlo as a form of importance sampling*. United States: N. p., 1979.
Web. doi:10.1137/0136011.

```
Dubi, A., & Horowitz, Y.S.
```*Interpretation of conditional Monte Carlo as a form of importance sampling*. United States. doi:10.1137/0136011.

```
Dubi, A., and Horowitz, Y.S. Thu .
"Interpretation of conditional Monte Carlo as a form of importance sampling". United States. doi:10.1137/0136011.
```

```
@article{osti_6837078,
```

title = {Interpretation of conditional Monte Carlo as a form of importance sampling},

author = {Dubi, A. and Horowitz, Y.S.},

abstractNote = {Conditional Monte Carlo has been recognized as a potentially useful method in various Monte Carlo applications. It seems, however, that the method has not gained widespread popularity, presumably due to the complexity involved in the formulation and operation of the technique. An original and simplified approach to conditional Monte Carlo is presented in which it is interpreted as a modified form of importance sampling. This approach provides a straightforward framework by which any conditional sampling problem can be handled. The benefits are demonstrated by applying the approach to two problems: one of a general statistical nature and the other concerning the neutron transport equation.},

doi = {10.1137/0136011},

journal = {SIAM J. Appl. Math.; (United States)},

number = ,

volume = 36:1,

place = {United States},

year = {1979},

month = {2}

}

DOI: 10.1137/0136011

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