Variance reduction by means of deterministic computation: Collision estimate

DOI10.1016/S0378-3758(99)00078-6zbMATH Open0974.65117OpenAlexW2041695852MaRDI QIDQ1973293FDOQ1973293

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

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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)

Cites Work

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• The Monte Carlo Complexity of Fredholm Integral Equations
• Variance reduction for Monte Carlo methods by means of deterministic numerical computation
• A New Family of Estimators for Random Walk Problems

Cited In (1)

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

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