Multidimensional Monte Carlo Integration Based on Factorized Approximation Functions

DOI10.1137/0715061MaRDI QIDQ4181183zbMATH OpenOpenAlexFDO

Authors Tateaki Sasaki

Publication date 1978

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0715061

zbMATH Keywords

Control Variate MethodIterative TechniqueMonte Carlo MethodsNumerical CusatureNumerical Feasibility

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Cited in

(2)

• Bibliography on the evaluation of numerical software
• Efficient variance-reduction transformations for the simulation of a ratio of two means: Application to quantum Monte Carlo simulations

This page was built for publication: Multidimensional Monte Carlo Integration Based on Factorized Approximation Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181183)