Optimal stochastic quadrature formulas for convex functions
type: Item
instance of: scholarly article
title: Optimal stochastic quadrature formulas for convex functions
zbMATH Open document ID: 0818.65014
DOI: 10.1007/BF01955875
published in: BIT
publication date: 1994-09-26T00:00:00Z
review text: Optimal stochastic (Monte Carlo) quadrature formulas for defined classes of convex functions are studied. Specifically, non-adaptive Monte Carlo methods are seen to be no better than deterministic methods, but adaptive Monte Carlo methods are shown to exhibit a superior performance.
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 41A55
zbMATH DE Number: 644795
zbMATH Keywords: adaptive quadrature
zbMATH Keywords: optimal stochastic quadrature formulas
zbMATH Keywords: convex functions
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: performance
author: Erich Novak
author: Knut Petras
reviewed by: William E. Smith
MaRDI profile type: Publication
cites work: On a problem proposed by H.Braß concerning the remainder term in quadrature for convex functions
cites work: Best quadrature formula in the class of convex functions
cites work: Deterministic and stochastic error bounds in numerical analysis
cites work: Quadrature Formulas for Monotone Functions
cites work: Q4284671
cites work: Q4284673
cites work: Gaussian quadrature formulae -- second Peano kernels, nodes, weights and Bessel functions
cites work: Q4040428
full work available at URL: https://doi.org/10.1007/bf01955875
OpenAlex ID: W2088047518
description: scientific article; zbMATH DE number 644795