On variance reducing multipliers for Monte Carlo integration
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Publication:1395204
zbMATH Open1024.65003MaRDI QIDQ1395204
N. B. Gorbacheva, A. I. Trikuzov, Il'ya Sobol'
Publication date: 29 June 2003
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Related Items (6)
Vegas revisited: Adaptive Monte Carlo integration beyond factorization ⋮ A variance reducing multiplier for Monte Carlo integrations ⋮ Variance reduction techniques for estimation of integrals over a set of branching trajectories ⋮ Improving Monte Carlo Efficiency by Increasing Variance ⋮ A variance reduction technique based on integral representations ⋮ Monte Carlo integration with a growing number of control variates
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