Efficiency of Monte Carlo computations in very high dimensional spaces (Q539474)
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scientific article; zbMATH DE number 5900864
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| English | Efficiency of Monte Carlo computations in very high dimensional spaces |
scientific article; zbMATH DE number 5900864 |
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Efficiency of Monte Carlo computations in very high dimensional spaces (English)
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30 May 2011
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multidimensional normal distribution
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Monte Carlo methods
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probabilities of convex sets
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efficiency of estimators
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comparison of performances
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0.800315797328949
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0.7971398830413818
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0.7873440980911255
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0.7821154594421387
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