Optimal Stochastic Quadrature Formulas For Convex Functions
نویسنده
چکیده
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. Abstract. We study optimal stochastic (or Monte Carlo) quadrature formulas for convex functions. While nonadaptive Monte Carlo methods are not better than deter-ministic methods we prove that adaptive Monte Carlo methods are much better.
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