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Volumn 2542, Issue , 2003, Pages 99-107

Parallel importance separation and adaptive Monte Carlo algorithms for multiple integrals

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; IMPORTANCE SAMPLING; NUMERICAL METHODS; SEPARATION;

EID: 25144451648     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-36487-0_10     Document Type: Article
Times cited : (19)

References (14)
  • 1
    • 3042915417 scopus 로고
    • On the optimal estimations of convergence of the quadrature processes and integration methods
    • Nauka, Moscow (in Russian)
    • Bahvalov, N. S.: On the optimal estimations of convergence of the quadrature processes and integration methods. Numerical Methods for Solving Differential and Integral Equations, Nauka, Moscow (1964) 5-63 (in Russian).
    • (1964) Numerical Methods for Solving Differential and Integral Equations , pp. 5-63
    • Bahvalov, N.S.1
  • 2
    • 0026303073 scopus 로고
    • An adaptive algorithm for the approximate calculation of multiple integrals
    • Berntsen, J., Espelid, T. O., and Genz, A.: An adaptive algorithm for the approximate calculation of multiple integrals. ACM Trans. Math. Softw., 17 (1991) 437-451.
    • (1991) ACM Trans. Math. Softw. , vol.17 , pp. 437-451
    • Berntsen, J.1    Espelid, T.O.2    Genz, A.3
  • 3
    • 51249166668 scopus 로고
    • Parallel globally adaptive quadrature on the KSR-1
    • Bull, J. M. and Freeman, T. L.: Parallel globally adaptive quadrature on the KSR-1. Advances in Comp. Mathematics, 2 (1994) 357-373.
    • (1994) Advances in Comp. Mathematics , vol.2 , pp. 357-373
    • Bull, J.M.1    Freeman, T.L.2
  • 5
    • 85011514513 scopus 로고    scopus 로고
    • Monte Carlo and quasi-Monte Carlo methods
    • Caflisch, R. E.: Monte Carlo and quasi-Monte Carlo methods. Acta Numerica, 7 (1998) 1-49.
    • (1998) Acta Numerica , vol.7 , pp. 1-49
    • Caflisch, R.E.1
  • 8
    • 78649424388 scopus 로고
    • Weighted average importance sampling and defensive mixture distributions
    • Hesterberg, T.: Weighted average importance sampling and defensive mixture distributions. Technometrics, 37(2) (1995) 185-194.
    • (1995) Technometrics , vol.37 , Issue.2 , pp. 185-194
    • Hesterberg, T.1
  • 9
    • 25144475291 scopus 로고    scopus 로고
    • Adaptive Monte Carlo methods for numerical integration
    • Karaivanova, A.: Adaptive Monte Carlo methods for numerical integration. Mathematica Balkanica, 11 (1997) 391-406.
    • (1997) Mathematica Balkanica , vol.11 , pp. 391-406
    • Karaivanova, A.1
  • 10
    • 0004117047 scopus 로고    scopus 로고
    • Error analysis of an adaptive Monte Carlo method for numerical integration
    • Karaivanova, A. and Dimov, L: Error analysis of an adaptive Monte Carlo method for numerical integration. Mathematics and Computers in Simulation, 47 (1998) 201-213.
    • (1998) Mathematics and Computers in Simulation , vol.47 , pp. 201-213
    • Karaivanova, A.1    Dimov, L.2
  • 13
    • 0029191761 scopus 로고
    • Optimally combining sampling techniques for Monte Carlo rendering
    • Computer Graphics Proceedings, Annual Conference Series
    • Veach, E. and Guibas, L. J.: Optimally combining sampling techniques for Monte Carlo rendering. Computer Graphics Proceedings, Annual Conference Series, ACM SIGGRAPH '95 (1995) 419-428.
    • (1995) ACM SIGGRAPH '95 , pp. 419-428
    • Veach, E.1    Guibas, L.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.