Globally adaptive control variate for robust numerical integration (Q2930006)

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scientific article; zbMATH DE number 6370163
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    Globally adaptive control variate for robust numerical integration
    scientific article; zbMATH DE number 6370163

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      Globally Adaptive Control Variate for Robust Numerical Integration (English)
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      17 November 2014
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      numerical integration
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      adaptive Monte Carlo methods
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      simulation
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      modeling
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      computer graphics
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      globally adaptive subdivision
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      Monte Carlo estimation
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      nonsingular integral
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      numerical test
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