Monte Carlo and quasi-Monte Carlo methods

DOI10.1017/S0962492900002804zbMATH Open0851.00028WikidataQ56456609 ScholiaQ56456609MaRDI QIDQ148429

Russel E. Caflisch

Publication date: January 1998

Published in: Acta Numerica, Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodsQuasi-Monte Carlo methods

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06)

Related Items (6)

Notes on Philosophy of the Monte Carlo Method ⋮ Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning ⋮ Monte Carlo methods beyond detailed balance ⋮ Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically ⋮ SI ⋮ Unnamed Item

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