The alias method [electronic resource] : A fast, efficient Monte Carlo sampling technique
- Published:
- Washington, D.C : United States. Dept. of Energy. Office of the Assistant Secretary for Defense Programs, 1990.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy. - Physical Description:
- Pages: (10 pages) : digital, PDF file
- Additional Creators:
- Lawrence Livermore National Laboratory, United States. Department of Energy. Office of the Assistant Secretary for Defense Programs, and United States. Department of Energy. Office of Scientific and Technical Information
Access Online
- Restrictions on Access:
- Free-to-read Unrestricted online access
- Summary:
- The alias method is a Monte Carlo sampling technique that offers significant advantages over more traditional methods. It equals the accuracy of table lookup and the speed of equal probable bins. The original formulation of this method sampled from discrete distributions and was easily extended to histogram distributions. We have extended the method further to applications more germane to Monte Carlo particle transport codes: continuous distributions. This paper presents the alias method as originally derived and our extensions to simple continuous distributions represented by piecewise linear functions. We also present a method to interpolate accurately between distributions tabulated at points other than the point of interest. We present timing studies that demonstrate the method's increased efficiency over table lookup and show further speedup achieved through vectorization. 6 refs., 2 figs., 1 tab.
- Report Numbers:
- E 1.99:ucrl-jc-105535
E 1.99: conf-9011149--9
conf-9011149--9
ucrl-jc-105535 - Subject(s):
- Other Subject(s):
- Note:
- Published through SciTech Connect.
11/16/1990.
"ucrl-jc-105535"
" conf-9011149--9"
"DE91006244"
1990 nuclear explosives code developers' conference, Monterey, CA (USA), 6-9 Nov 1990.
Edwards, A.L.; Rathkopf, J.A.; Smidt, R.K. - Funding Information:
- W-7405-ENG-48
View MARC record | catkey: 13827308