A regression method for the Monte Carlo evaluation of multidimensional integrals
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Abstract
An investigation is made of some Monte Carlo estimators particularly suited to the application of regression analysis. Sets of estimators are presented which integrate exactly multivariate polynomials of prescribed degree. Application to a number of test integrals shows that economical and accurate results can be obtained as well as reliable error estimates. A comparison is made with some other methods.
Keywords
Regression Analysis Error Estimate Mathematical Method Accurate Result Regression Method
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