Optimal oversampling ratio in two-step simulation

DOI10.1515/MCMA-2024-2011MaRDI QIDQ6614296zbMATH OpenFDO

Authors Srinath R. Naidu, G. Venkiteswaran

Publication date 7 October 2024

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/MCMA-2024-2011

zbMATH Keywords

matrix partitioningMonte Carlooversampling ratiotwo step methods

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Edge subsets with special properties (factorization, matching, partitioning, covering and packing, etc.) (05C70) Eigenvalues, singular values, and eigenvectors (15A18) Statistical sampling theory and related topics (62D99) Monte Carlo methods (65C05)

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Cites work

• A random polynomial-time algorithm for approximating the volume of convex bodies
• scientific article; zbMATH DE number 431987 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• The problem of calculating the volume of a polyhedron is enumerably hard
• Two Algorithms for Determining Volumes of Convex Polyhedra

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