Stochastic Quadrature Formulas

DOI10.2307/2004961zbMATH Open0204.48601OpenAlexW4253715094MaRDI QIDQ5604181FDOQ5604181

Authors: Seymour Haber 

Publication date: 1969

Full work available at URL: https://doi.org/10.2307/2004961

Cites Work

• QUADRATURE METHODS FOR FUNCTIONS OF MORE THAN ONE VARIABLE
• On Orthogonal Matrices
• A note on a method for generating points uniformly on n -dimensional spheres
• A new class of Hadamard matrices
• A Construction of Nonnegative Approximate Quadratures
• Title not available (Why is that?)
• A Modified Monte-Carlo Quadrature. II
• Note on Hadamard’s determinant theorem
• A Modified Monte-Carlo Quadrature
• An Error Analysis for Numerical Multiple Integration. II
• A combination of Monte Carlo and classical methods for evaluating multiple integrals

Cited In (12)

• Orthogonal mesh sampling method, a new Monte Carlo technique
• Higher-Order Monte Carlo through Cubic Stratification
• Stochastic Integration Rules for Infinite Regions
• Nonsmooth nonconvex global optimization in a Banach space with a basis
• Admissibility conditions for a class of quadrature formulas with random nodes
• Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
• Nonlinear observation via global optimization: measure theory approach
• The Monte Carlo method
• Integral global optimization method for nonlinear games
• Quadrature and widths
• Randomization for continuous problems
• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight

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