An Optimal Monte Carlo Algorithm for a Class of Multidimensional Integrals
Venelin Todorov, Ivan Dimov, Stoyan Apostolov, Stefka Fidanova, Stoyan Poryazov, Yuri Dimitrov
DOI: http://dx.doi.org/10.15439/2020F112
Citation: Communication Papers of the 2020 Federated Conference on Computer Science and Information Systems, M. Ganzha, L. Maciaszek, M. Paprzycki (eds). ACSIS, Vol. 23, pages 17–20 (2020)
Abstract. An optimal stochastic approach for multidimensional integrals of smooth functions. This is the first time this optimal stochastic approach has been compared with other stochastic approaches for mid and high dimensions. The purpose of the present study is to compare the optimal algorithm with the lattice rules based on the generalized Fibonacci numbers of the corresponding dimension and to discuss the advantages and disadvantages of each method.
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