The optimal error of Monte Carlo integration
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Publication:1908040
DOI10.1006/jcom.1995.1020zbMath0861.65018OpenAlexW2087595964MaRDI QIDQ1908040
Publication date: 28 October 1996
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jcom.1995.1020
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)
Related Items (4)
Some Results on the Complexity of Numerical Integration ⋮ Simple Monte Carlo and the Metropolis algorithm ⋮ On the quantum and randomized approximation of linear functionals on function spaces ⋮ Approximate evaluations of characteristic polynomials of Boolean functions
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