Using the approximation functional bases in Monte Carlo methods

DOI10.1515/156939803322681176zbMATH Open1043.65006OpenAlexW4237464655MaRDI QIDQ4454032FDOQ4454032

Authors A. V. Vojtishek, Evgeniya G. Kablukova 

Publication date 7 March 2004

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939803322681176

zbMATH Keywords

stabilitycomparative analysisstatistical simulationfunction approximationMonte Carlo algorithmsstochastic algorithmsimportance sampling methodrejection methodsmain part selection methodprobabilistic densitiestwo-sided geometrical method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

• A Monte Carlo computation of polynomial approximations on a hypercube
• Monte Carlo Methods for Applied Scientists
• scientific article; zbMATH DE number 3921796
• Unbiased Monte Carlo evaluation of certain functional integrals
• Stochastic stability of the Monte Carlo method (the case of operators)

(7)

• A Monte Carlo computation of polynomial approximations on a hypercube
• Choice of approximation bases used in computational functional algorithms for approximating probability densities for a given sample
• The use of order statistic numerical simulation algorithms
• Convergence properties of Monte Carlo functional expansion tallies
• Discrete stochastic consistent estimators of the Monte Carlo method
• Monte Carlo computation of the mean of a function with convex support
• A use of algorithms for numerical modeling of order statistics

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