On the Power of Restricted Monte Carlo Algorithms

DOI10.1007/978-3-030-38230-8_4MaRDI QIDQ5118784zbMATH OpenOpenAlexFDO

Authors Stefan Heinrich

Publication date 27 August 2020

Published in 2018 MATRIX Annals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-38230-8_4

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• Coin Tossing Algorithms for Integral Equations and Tractability
• Complexity of stochastic integration in Sobolev classes
• Deterministic and stochastic error bounds in numerical analysis
• scientific article; zbMATH DE number 3967784 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 193625 (Why is no real title available?)
• scientific article; zbMATH DE number 2051207 (Why is no real title available?)
• Lower complexity bounds for parametric stochastic Itô integration
• Monte Carlo approximation of weakly singular integral operators
• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• Random bit multilevel algorithms for stochastic differential equations
• Random bit quadrature and approximation of distributions on Hilbert spaces
• Set Theory
• The Monte Carlo Algorithm with a Pseudorandom Generator
• The randomized information complexity of elliptic PDE

Cited in

(3)

• scientific article; zbMATH DE number 520129 (Why is no real title available?)
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case
• Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms

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