Optimal confidence for Monte Carlo integration of smooth functions (Q2305562)

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scientific article; zbMATH DE number 7179122
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Optimal confidence for Monte Carlo integration of smooth functions
scientific article; zbMATH DE number 7179122

    Statements

    Optimal confidence for Monte Carlo integration of smooth functions (English)
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    11 March 2020
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    Monte Carlo integration
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    Sobolev functions
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    information-based complexity
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    standard information
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    asymptotic error
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    confidence intervals
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