Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials

DOI10.1137/0906014zbMATH Open0583.65014OpenAlexW2006270014MaRDI QIDQ3706402FDOQ3706402

Andrew F. Siegel, Fanny O'Brien

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906014

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zbMATH Keywords

sampling designMonte Carlo estimationrandom quadrature

Mathematics Subject Classification ID

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

Cited In (8)

• Simultaneously Model‐Unbiased, Design‐Unbiased Estimation
• Higher-Order Monte Carlo through Cubic Stratification
• Stochastic Integration Rules for Infinite Regions
• Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
• Title not available (Why is that?)
• Unbiased Monte Carlo evaluation of certain functional integrals
• Stochastic properties of quadrature formulas
• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight

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