On the Power of Restricted Monte Carlo Algorithms

DOI10.1007/978-3-030-38230-8_4OpenAlexW3015218093MaRDI QIDQ5118784

Stefan Heinrich

Publication date: 27 August 2020

Published in: 2018 MATRIX Annals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-38230-8_4

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items

Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case, Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms

Cites Work

• Deterministic and stochastic error bounds in numerical analysis
• Lower complexity bounds for parametric stochastic Itô integration
• Random bit quadrature and approximation of distributions on Hilbert spaces
• Random bit multilevel algorithms for stochastic differential equations
• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• Monte Carlo approximation of weakly singular integral operators
• The randomized information complexity of elliptic PDE
• Complexity of stochastic integration in Sobolev classes
• The Monte Carlo Algorithm with a Pseudorandom Generator
• Coin Tossing Algorithms for Integral Equations and Tractability
• Set Theory
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