One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
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In conventional stochastic simulation algorithms, Monte Carlo integration and curve fitting are merged together and implemented by means of regression. We perform a decomposition of the solution error and show that regression does a good job in curve fitting but a poor job in integration, which
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美国国家经济研究局创建时间：
2011-01-01
