OPTIMAL STOCHASTIC QUADRATURE-FORMULAS FOR CONVEX-FUNCTIONS

被引：7

作者：

NOVAK, E

PETRAS, K

机构：

[1] TECH UNIV CAROLO WILHELMINA BRAUNSCHWEIG,INST ANGEW MATH,D-38106 BRAUNSCHWEIG,GERMANY

[2] UNIV ERLANGEN NURNBERG,INST MATH,D-91054 ERLANGEN,GERMANY

来源：

BIT | 1994年 / 34卷 / 02期

关键词：

NUMERICAL INTEGRATION; CONVEX FUNCTIONS; ADAPTIVE INTEGRATION; MONTE-CARLO METHODS;

D O I：

10.1007/BF01955875

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We study optimal stochastic (or Monte Carlo) quadrature formulas for convex functions. While nonadaptive Monte Carlo methods are not better than deterministic methods, we prove that adaptive Monte Carlo methods are much better.

引用

页码：288 / 294

页数：7

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[4]

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