Abstract
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.
Details
Title
Mixed Numerical/Monte-Carlo Integration
Author(s)
Genton, Marc
Published in
Bulletin de l'IIS, Livraison 2
Date
1993
Laboratories
STAP
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > SB Archives > STAP - Chair of Applied Statistics
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Conference Papers
Work produced at EPFL
Published
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Conference Papers
Work produced at EPFL
Published
Record creation date
2006-04-04