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Why Simple Quadrature is just as good as Monte Carlo - MaRDI portal

Why Simple Quadrature is just as good as Monte Carlo

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Publication:6323106

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DOI10.1515/mcma-2020-2055arXiv1908.00947MaRDI QIDQ6323106

Kevin Vanslette, Abdullatif Al Alsheikh, Kamal Youcef-Toumi

Publication date: 2 August 2019

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Approximation algorithms (68W25) Randomized algorithms (68W20)

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