Sampling and change of measure for Monte Carlo integration on simplices (Q6202021)
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scientific article; zbMATH DE number 7807897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling and change of measure for Monte Carlo integration on simplices |
scientific article; zbMATH DE number 7807897 |
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Sampling and change of measure for Monte Carlo integration on simplices (English)
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21 February 2024
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numerical integration
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simplex
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Dirichlet law
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Monte Carlo methods
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variance reduction
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