Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials

DOI10.1137/0906014zbMath0583.65014OpenAlexW2006270014MaRDI QIDQ3706402

Andrew F. Siegel, Fanny O'Brien

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906014

zbMATH Keywords

sampling designMonte Carlo estimationrandom quadrature

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items

Stochastic properties of quadrature formulas, Higher-Order Monte Carlo through Cubic Stratification, A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight, Stochastic Integration Rules for Infinite Regions, Simultaneously Model‐Unbiased, Design‐Unbiased Estimation