论文标题
准确且一致地计算蒙特卡洛模拟的平均值和方差
Accurate and consistent calculation of the mean and variance in Monte-Carlo simulations
论文作者
论文摘要
在并行化的蒙特卡洛模拟中，总和并不总是相同的。当平均值以跑步方式计算时，这可能会在结果中产生人为的随机性，这应该是可重现的。本说明会查看问题，并提议将运行均值和方差算法与精确且可靠的求和算法相结合，以提高蒙特 - 卡洛估计值的准确性和鲁棒性。
In parallelized Monte-Carlo simulations, the order of summation is not always the same. When the mean is calculated in running fashion, this may create an artificial randomness in results which ought to be reproducible. This note takes a look at the problem and proposes to combine the running mean and variance algorithm with an accurate and robust summing algorithm in order to increase the accuracy and robustness of the Monte-Carlo estimates.
