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Unbiased Combinations of Nonanalog Monte Carlo Techniques and Fair Games

Thomas E. Booth, Shane P. Pederson

Nuclear Science and Engineering / Volume 110 / Number 3 / Pages 254-261

March 1992

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Historically, Monte Carlo variance reduction techniques have been developed one at a time in response to calculational needs. The theoretical basis is provided for obtaining unbiased Monte Carlo estimates from all possible combinations of variance reduction techniques. Hitherto, the techniques have not been proven to be unbiased in arbitrary combinations. The authors are unaware of any Monte Carlo techniques (in any linear process) that are not treated by the theorem herein.

 
 
 
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