Multidimensional Monte Carlo Integration Based on Factorized Approximation Functions

DOI10.1137/0715061zbMATH Open0397.65020OpenAlexW1976434461MaRDI QIDQ4181183

Tateaki Sasaki

Publication date: 1978

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0715061

zbMATH Keywords

Monte Carlo MethodsControl Variate MethodIterative TechniqueNumerical CusatureNumerical Feasibility

Mathematics Subject Classification ID

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

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Bibliography on the evaluation of numerical software ⋮ Efficient variance-reduction transformations for the simulation of a ratio of two means: Application to quantum Monte Carlo simulations

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