Analytical Results of Variance Reduction Characteristics of Biased Monte Carlo for Deep-Penetration Problems

An analytical formulation is presented for calculating the mean and variance of transmission for a model deep-penetration problem. With this formulation, the variance reduction characteristics of two biased Monte Carlo schemes are studied. The first is the usual exponential biasing wherein it is shown that the optimal biasing parameter depends sensitively on the scattering properties of the shielding medium. The second is a scheme that couples exponential biasing to the scattering angle biasing proposed recently. It is demonstrated that the coupled scheme performs better than exponential biasing.