New weak error bounds and expansions for optimal quantization

DOI10.1016/j.cam.2019.112670zbMath1493.65012arXiv1903.10330OpenAlexW2994715412MaRDI QIDQ2297129

Gilles Pagès, Thibaut Montes, Vincent Lemaire

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10330

zbMATH Keywords

numerical integrationMonte Carlo simulationvariance reductionweak errorRomberg extrapolationoptimal quantization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical solutions to stochastic differential and integral equations (65C30) Distribution theory (60E99)

Related Items (3)

Properties and generation of representative points of the exponential distribution ⋮ Limiting behavior of the gap between the largest two representative points of statistical distributions ⋮ Three kinds of discrete approximations of statistical multivariate distributions and their applications

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