Random cubatures and quasi-Monte Carlo methods

DOI10.1515/mcma-2015-0102zbMath1341.65002OpenAlexW2246795802MaRDI QIDQ500376

Anton A. Antonov, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 2 October 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2015-0102

zbMATH Keywords

Monte Carlo methodvariance reductionquasi-Monte Carlo methodstratified samplinghigh-dimensional integrationgeneralized Haar systemgeneralized indicator systemrandom cubature formulas

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)