A space quantization method for numerical integration

DOI10.1016/S0377-0427(97)00190-8zbMath0908.65012OpenAlexW2042436556MaRDI QIDQ1392785

Gilles Pagès

Publication date: 28 July 1998

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(97)00190-8

zbMATH Keywords

stochastic optimizationnumerical examplesMonte Carlo methodsmultidimensional numerical integrationcubature formulasrate-distortion theoryspace quantization method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Rate-distortion theory in information and communication theory (94A34)

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