A regression method for the Monte Carlo evaluation of multidimensional integrals

DOI10.1007/BF02162407MaRDI QIDQ2537261zbMATH OpenFDO

Authors R. Cranley, Thomas N. L. Patterson

Publication date 1970

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/132017

zbMATH Keywords

numerical analysis

Cites work

• scientific article; zbMATH DE number 3237478 (Why is no real title available?)
• scientific article; zbMATH DE number 3261755 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Numerical Evaluation of High-Dimensional Integrals
• The Optimum Addition of Points to Quadrature Formulae

Cited in

(3)

• Variance reduction in Monte Carlo methods and optimization problems in \({\mathbb{R}}^ n\)
• The Monte Carlo method
• A integral filter algorithm for unconstrained global optimization

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