Adaptive schemes for the Monte Carlo method of an enhanced accuracy

zbMATH Open0961.65001MaRDI QIDQ1594485FDOQ1594485

Authors: V. M. Ivanov, M. L. Korenevskij, O. Yu. Kul'chitskij 

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

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zbMATH Keywords

convergencevariance reductionMonte Carlo methodhigh order of accuracyadaptive schemes

Mathematics Subject Classification ID

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

Cited In (4)

• Adaptive stratified Monte Carlo algorithm for numerical computation of integrals
• Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis
• A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
• Adaptive Quasi-Monte Carlo Methods for Cubature

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