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ICCS
2007
Springer
13 years 10 months ago
Complexity of Monte Carlo Algorithms for a Class of Integral Equations
In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the ...
Ivan Dimov, Rayna Georgieva
JC
1998
65views more  JC 1998»
13 years 4 months ago
Monte Carlo Complexity of Global Solution of Integral Equations
The problem of global solution of Fredholm integral equations is studied. This means that one seeks to approximate the full solution function (as opposed to the local problem, whe...
Stefan Heinrich
JC
2006
68views more  JC 2006»
13 years 4 months ago
Monte Carlo approximation of weakly singular integral operators
We study the randomized approximation of weakly singular integral operators. For a suitable class of kernels having a standard type of singularity and being otherwise of finite sm...
Stefan Heinrich
JC
2007
101views more  JC 2007»
13 years 4 months ago
Simple Monte Carlo and the Metropolis algorithm
We study the integration of functions with respect to an unknown density. Information is available as oracle calls to the integrand and to the nonnormalized density function. We ar...
Peter Mathé, Erich Novak
ECAI
2010
Springer
13 years 5 months ago
Bayesian Monte Carlo for the Global Optimization of Expensive Functions
In the last decades enormous advances have been made possible for modelling complex (physical) systems by mathematical equations and computer algorithms. To deal with very long run...
Perry Groot, Adriana Birlutiu, Tom Heskes