Higher-Order Monte Carlo through Cubic Stratification

DOI10.1137/22m1532287arXiv2210.01554WikidataQ129542090 ScholiaQ129542090MaRDI QIDQ6154530

Nicolas Chopin, Mathieu Gerber

Publication date: 15 February 2024

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

Full work available at URL: https://arxiv.org/abs/2210.01554

zbMATH Keywords

quadratureMonte Carlo integrationsmooth functions

Mathematics Subject Classification ID

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

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