scientific article; zbMATH DE number 3999126

MaRDI QIDQ4725606zbMATH OpenFDO

Authors Thomas N. L. Patterson

Publication date 1987

zbMATH Keywords

multiple integrationproduct regionssampling algorithmvariance reduction

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Recommendations

• Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems
• scientific article; zbMATH DE number 464820
• scientific article; zbMATH DE number 4016024
• Adaptive importance sampling in monte carlo integration
• On variance reducing multipliers for Monte Carlo integration

Cited in

(4)

• A variance reducing multiplier for Monte Carlo integrations
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• Higher-Order Monte Carlo through Cubic Stratification
• Non-intrusive uncertainty quantification using reduced cubature rules

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4725606)