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scientific article; zbMATH DE number 3999126 - MaRDI portal

scientific article; zbMATH DE number 3999126

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Publication:4725606

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zbMath0616.65029MaRDI QIDQ4725606

Thomas N. L. Patterson

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variance reduction sampling algorithm multiple integration product regions

Mathematics Subject Classification ID

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

Related Items (2)

Higher-Order Monte Carlo through Cubic Stratification ⋮ Non-intrusive uncertainty quantification using reduced cubature rules

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