Solvable integration problems and optimal sample size selection
From MaRDI portal
Publication:2001207
DOI10.1016/j.jco.2018.10.007zbMath1420.65016arXiv1805.08637OpenAlexW2804080355WikidataQ129011021 ScholiaQ129011021MaRDI QIDQ2001207
Daniel Rudolf, Robert J. Kunsch, Erich Novak
Publication date: 2 July 2019
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.08637
confidence intervalsMonte Carlo integrationinformation-based complexityvariance estimationadaptive sample size
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)
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