Using the approximation functional bases in Monte Carlo methods

DOI10.1515/156939803322681176MaRDI QIDQ4454032zbMATH OpenOpenAlexFDO

Authors A. V. Vojtishek, Evgeniya G. Kablukova

Publication date 7 March 2004

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939803322681176

zbMATH Keywords

comparative analysisfunction approximationimportance sampling methodmain part selection methodMonte Carlo algorithmsprobabilistic densitiesrejection methodsstabilitystatistical simulationstochastic algorithmstwo-sided geometrical method

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(7)

• A Monte Carlo computation of polynomial approximations on a hypercube
• Convergence properties of Monte Carlo functional expansion tallies
• A use of algorithms for numerical modeling of order statistics
• The use of order statistic numerical simulation algorithms
• Discrete stochastic consistent estimators of the Monte Carlo method
• Choice of approximation bases used in computational functional algorithms for approximating probability densities for a given sample
• Monte Carlo computation of the mean of a function with convex support

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