Optimal confidence for Monte Carlo integration of smooth functions

Kunsch, Robert Joachim (Corresponding author); Rudolf, Daniel

Dordrecht [u.a.] : Springer Science + Business Media B.V (2019)
Journal Article

In: Advances in computational mathematics
Volume: 45
Page(s)/Article-Nr.: 3095-3122

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics of Information Processing [114510]
• Chair of Mathematics of Information Processing [114510]