Mixed Numerical/Monte-Carlo Integration

This paper presents a new method of numerical integration combining properties of classical numerical methods and stochastics ones. It discusses an estimator of the numerical value of a one-dimensional integral which is exact for polynomials of a certain degree and which is unbiased under repeated use.


Published in:
Bulletin de l'IIS, Livraison 2
Year:
1993
Keywords:
Laboratories:




 Record created 2006-04-04, last modified 2018-03-17


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