Publication Details
Title: Optimal Stochastic Quadrature Formulas For Convex Functions
Author: E. Novak and K. Petras
Group: ICSI Technical Reports
Date: March 1993
PDF: ftp://ftp.icsi.berkeley.edu/pub/techreports/1993/tr-93-013.pdf
Overview:
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.
Bibliographic Information:
ICSI Technical Report TR-93-013
Bibliographic Reference:
E. Novak and K. Petras. Optimal Stochastic Quadrature Formulas For Convex Functions. ICSI Technical Report TR-93-013, March 1993
Author: E. Novak and K. Petras
Group: ICSI Technical Reports
Date: March 1993
PDF: ftp://ftp.icsi.berkeley.edu/pub/techreports/1993/tr-93-013.pdf
Overview:
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.
Bibliographic Information:
ICSI Technical Report TR-93-013
Bibliographic Reference:
E. Novak and K. Petras. Optimal Stochastic Quadrature Formulas For Convex Functions. ICSI Technical Report TR-93-013, March 1993