Stochastic Quadrature Formulas

DOI10.2307/2004961zbMath0204.48601OpenAlexW4253715094MaRDI QIDQ5604181

Seymour Haber

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2004961

Related Items (12)

Nonlinear observation via global optimization: measure theory approach ⋮ Randomization for continuous problems ⋮ Higher-Order Monte Carlo through Cubic Stratification ⋮ The Monte Carlo method ⋮ Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces ⋮ A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight ⋮ Stochastic Integration Rules for Infinite Regions ⋮ Nonsmooth nonconvex global optimization in a Banach space with a basis ⋮ Admissibility conditions for a class of quadrature formulas with random nodes ⋮ Orthogonal mesh sampling method, a new Monte Carlo technique ⋮ Integral global optimization method for nonlinear games ⋮ Quadrature and widths

Cites Work

• Unnamed Item
• A combination of Monte Carlo and classical methods for evaluating multiple integrals
• A note on a method for generating points uniformly on n -dimensional spheres
• QUADRATURE METHODS FOR FUNCTIONS OF MORE THAN ONE VARIABLE
• A Modified Monte-Carlo Quadrature. II
• On Orthogonal Matrices
• A new class of Hadamard matrices
• A Modified Monte-Carlo Quadrature
• An Error Analysis for Numerical Multiple Integration. II
• A Construction of Nonnegative Approximate Quadratures
• Note on Hadamard’s determinant theorem

This page was built for publication: Stochastic Quadrature Formulas