On the optimization of approximate integration by Monte Carlo methods |
| |
Authors: | V. F. Babenko |
| |
Abstract: | We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|