Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples

DOI10.1137/1036002zbMath0824.65009OpenAlexW2150438822MaRDI QIDQ4292666

Earl H. Maize, Jerome Spanier

Publication date: 13 November 1995

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e9f1755c1baa77e97960dcc05e954e36080cf5ba

zbMATH Keywords

rate of convergenceimportance samplingbibliographyvariance reductionquasi-Monte Carlo methodscomparisonsmultiple integralsasymptotic convergencelattice methodsquasi-random methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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