Efficiency gain in Monte Carlo simulations using correlated sampling. Application to calculations of absorbed dose distributions in a brachytherapy geometry
(English)Manuscript (preprint) (Other academic)
The distribution of an estimate of the efficiency gain of the Monte Carlo method based on correlated sampling was simulated, the corresponding 95 % confidence interval was evaluated, and the bias of the estimate was determined. The concept of batches which normalize distributions of scored quantities was used. It was found that the distribution of the estimate of the efficiency gain was sensitive to outliers and could not be described by the F distribution, Two other estimates of an alternative definition of the efficiency gain were tested. They were more robust but their applicability was limited due to their bias when batch averages were not normally distributed.
Medical and Health Sciences
IdentifiersURN: urn:nbn:se:liu:diva-84495OAI: oai:DiVA.org:liu-84495DiVA: diva2:559728