Variance reduction by means of deterministic computation: Collision estimate

DOI10.1016/S0378-3758(99)00078-6zbMath0974.65117OpenAlexW2041695852MaRDI QIDQ1973293

Stefan Heinrich

Publication date: 29 November 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00078-6

zbMATH Keywords

Galerkin methodintegral equationsMonte Carlo methodvariance reductioncollision estimateabsorption schemeproximity of kernels

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Linear integral equations (45A05)

Cites Work

• A New Family of Estimators for Random Walk Problems
• The Monte Carlo Complexity of Fredholm Integral Equations
• Variance reduction for Monte Carlo methods by means of deterministic numerical computation
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