A Modified Monte-Carlo Quadrature
From MaRDI portal
Publication:5531434
DOI10.2307/2003589zbMath0152.15103OpenAlexW4244792555MaRDI QIDQ5531434
Publication date: 1966
Full work available at URL: https://doi.org/10.2307/2003589
Related Items (19)
A combination of Monte Carlo and classical methods for evaluating multiple integrals ⋮ Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients ⋮ The estimation of diversity indexes by using stratified allocations of plots, points or transects ⋮ Higher-Order Monte Carlo through Cubic Stratification ⋮ An iterative computation of approximations on Korobov-like spaces. ⋮ Sudoku Latin Square Sampling for Markov Chain Simulation ⋮ Stochastic Quadrature Formulas ⋮ Stratified Monte Carlo simulation of Markov chains ⋮ The Monte Carlo Algorithm with a Pseudorandom Generator ⋮ On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients ⋮ Discrepancy of stratified samples from partitions of the unit cube ⋮ Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure ⋮ A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$ ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations ⋮ On average case errors in numerical analysis ⋮ Monte Carlo integration of non-differentiable functions on \([0,1^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)] ⋮ Some large-sample results on a modified Monte Carlo integration method ⋮ Stratified Monte Carlo quadrature for continuous random fields
Cites Work
This page was built for publication: A Modified Monte-Carlo Quadrature
