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conference paper
Mixed Numerical/Monte-Carlo Integration
Genton, Marc
1993
Bulletin de l'IIS, Livraison 2
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.
Type
conference paper
Authors
Genton, Marc
Publication date
1993
Published in
Bulletin de l'IIS, Livraison 2
EPFL units
Available on Infoscience
April 4, 2006
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