Inverse Monte Carlo

Publication year: 2012
Source: Exploring Monte Carlo Methods, 2012, Pages 171-202

William L., Dunn , J. Kenneth, Shultis

 Summary: The inverse problem is introduced in a general sense and the problems of existence and uniqueness of inverse solutions are discussed. The inverse problem can have several formulations: integral, practical, and optimizing. Two approaches for using Monte Carlo to solve inverse problems, namely MC iteration and symbolic MC (SMC), are introduced. The question of uncertainties in the inverse solution are examined. The application of SMC is presented for several cases: the PDF is fully known, the PDF is unknown, the PDF has one unknown parameter, the PDF is linear, and the PDF has an unknown domain. Finally the use of…