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- W4221152021 abstract "In this article we revisit the problem of numerical integration for monotone bounded functions, with a focus on the class of nonsequential Monte Carlo methods. We first provide new a lower bound on the maximal $L^p$ error of nonsequential algorithms, improving upon a theorem of Novak when p > 1. Then we concentrate on the case p = 2 and study the maximal error of two unbiased methods-namely, a method based on the control variate technique, and the stratified sampling method." @default.
- W4221152021 created "2022-04-03" @default.
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- W4221152021 date "2022-03-01" @default.
- W4221152021 modified "2023-09-23" @default.
- W4221152021 title "Integration of bounded monotone functions: Revisiting the nonsequential case, with a focus on unbiased Monte Carlo (randomized) methods" @default.
- W4221152021 doi "https://doi.org/10.48550/arxiv.2203.00423" @default.
- W4221152021 hasPublicationYear "2022" @default.
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