Variance reduction by means of deterministic computation: Collision estimate

DOI10.1016/S0378-3758(99)00078-6MaRDI QIDQ1973293zbMATHOpenAlexFDO

Authors Stefan Heinrich

Publication date 29 November 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00078-6

zbMATH Keywords

variance reductionGalerkin methodintegral equationsMonte Carlo methodcollision estimateabsorption schemeproximity of kernels

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Linear integral equations (45A05)

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Cited in

(1)

• Variance reduction for Monte Carlo methods by means of deterministic numerical computation

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