Monte Carlo integration with subtraction

DOI10.1016/J.CPC.2013.08.003zbMath1344.65032arXiv1209.0650OpenAlexW1992561086MaRDI QIDQ313936

Rudy Arthur, Anthony D. Kennedy

Publication date: 12 September 2016

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0650

zbMATH Keywords

numerical integrationMonte Carlopanic

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Cites Work

• Cuba -- a library for multidimensional numerical integration
• A new algorithm for adaptive multidimensional integration
• Vegas revisited: Adaptive Monte Carlo integration beyond factorization
• Quasi-Monte Carlo integration
• Probability
• Unnamed Item

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