A modified Monte Carlo integration.

MaRDI QIDQ3539662zbMATH OpenFDO

Authors Lucio Barabesi, Marzia Marcheselli

Publication date 19 November 2008

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

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(6)

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• On the approximation of multiple integrals using multivariate ranked simulated sampling
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• Optimally adaptive integration of univariate Lipschitz functions
• Some large-sample results on a modified Monte Carlo integration method
• Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials

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