Optimal confidence for Monte Carlo integration of smooth functions
From MaRDI portal
Publication:2305562
Cites work
- A Bernoulli mean estimate with known relative error distribution
- A Monte Carlo method for integration of multivariate smooth functions
- A Remark on Stirling's Formula
- A universal algorithm for multivariate integration
- Analysis of a convective reaction-diffusion equation
- Challenging the empirical mean and empirical variance: a deviation study
- Change of variable in spaces of mixed smoothness and numerical integration of multivariate functions on the unit cube
- Error bounds of MCMC for functions with unbounded stationary variance
- Fixed Precision MCMC Estimation by Median of Products of Averages
- Function spaces in Lipschitz domains and optimal rates of convergence for sampling
- Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling
- scientific article; zbMATH DE number 3870002 (Why is no real title available?)
- scientific article; zbMATH DE number 193625 (Why is no real title available?)
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 1256715 (Why is no real title available?)
- scientific article; zbMATH DE number 515830 (Why is no real title available?)
- scientific article; zbMATH DE number 2208228 (Why is no real title available?)
- Hyperbolic cross approximation. Lecture notes given at the courses on constructive approximation and harmonic analysis, Barcelona, Spain, May 30 -- June 3, 2016
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Optimal Monte Carlo integration with fixed relative precision
- Random generation of combinatorial structures from a uniform distribution
- Randomized approximation of Sobolev embeddings
- Solvable integration problems and optimal sample size selection
- Tractability of multivariate problems. Volume I: Linear information
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Tractability of multivariate problems. Volume III: Standard information for operators
Cited in
(12)- The optimal error of Monte Carlo integration
- Stable high-order randomized cubature formulae in arbitrary dimension
- Stability of doubly-intractable distributions
- Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
- Consistency of randomized integration methods
- Recovery of Sobolev functions restricted to iid sampling
- A Universal Median Quasi-Monte Carlo Integration
- Optimal confidence for Monte Carlo integration of smooth functions
- A simple universal algorithm for high-dimensional integration
- Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
- Optimal convergence rates of MCMC integration for functions with unbounded second moment
- Optimal algorithms for numerical integration: recent results and open problems
This page was built for publication: Optimal confidence for Monte Carlo integration of smooth functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2305562)
