Adaptive stratified sampling for non-smooth problems

zbMath1498.65009arXiv2107.01355MaRDI QIDQ5052468

Per Pettersson, Sebastian Krumscheid

Publication date: 24 November 2022

Full work available at URL: https://arxiv.org/abs/2107.01355

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

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