Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials

DOI10.1137/0906014MaRDI QIDQ3706402zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

sampling designMonte Carlo estimationrandom quadrature

Mathematics Subject Classification ID

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

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(8)

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• Stochastic Integration Rules for Infinite Regions
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• Higher-Order Monte Carlo through Cubic Stratification
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