Optimal stochastic quadrature formulas for convex functions
Copyright policy ) Novak, E.; Petras, K.;
Optimal stochastic quadrature formulas for convex functions
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.
- Technische Universität Braunschweig Germany
- University of Erlangen-Nuremberg Germany
convex functions, Monte Carlo methods, adaptive quadrature, Numerical quadrature and cubature formulas, performance, Approximate quadratures, optimal stochastic quadrature formulas
convex functions, Monte Carlo methods, adaptive quadrature, Numerical quadrature and cubature formulas, performance, Approximate quadratures, optimal stochastic quadrature formulas
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selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 4
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