Optimal stochastic quadrature formulas for convex functions (Q1335002)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic quadrature formulas for convex functions |
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Optimal stochastic quadrature formulas for convex functions (English)
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26 September 1994
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Optimal stochastic (Monte Carlo) quadrature formulas for defined classes of convex functions are studied. Specifically, non-adaptive Monte Carlo methods are seen to be no better than deterministic methods, but adaptive Monte Carlo methods are shown to exhibit a superior performance.
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adaptive quadrature
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optimal stochastic quadrature formulas
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convex functions
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Monte Carlo methods
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performance
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