How do Monte Carlo estimates affect stochastic geometric numerical integration?
Raffaele D'AmbrosioStefano Di GiovacchinoPublished in: Int. J. Comput. Math. (2023)
Keyphrases
- monte carlo
- numerical integration
- importance sampling
- confidence intervals
- differential equations
- ordinary differential equations
- monte carlo simulation
- point processes
- zernike moments
- markov chain
- monte carlo methods
- stochastic approximation
- particle filter
- variance reduction
- probability density
- dynamic systems
- partial differential equations
- monte carlo tree search
- machine learning