A regression method for the Monte Carlo evaluation of multidimensional integrals

DOI10.1007/BF02162407zbMath0188.22402MaRDI QIDQ2537261

R. Cranley, Thomas N. L. Patterson

Publication date: 1970

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132017

zbMATH Keywords

numerical analysis

Related Items

Variance reduction in Monte Carlo methods and optimization problems in \({\mathbb{R}}^ n\) ⋮ A integral filter algorithm for unconstrained global optimization ⋮ The Monte Carlo method

Cites Work

• Numerical Evaluation of High-Dimensional Integrals
• The Optimum Addition of Points to Quadrature Formulae
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