most citedMonte Carlo Integration with adaptive variance selection for improved stochastic Efficient Global Optimization

9 citations · 9 across the 1 of their papers we have counts for

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1 paper

math.NA2019★ 9 cited

Monte Carlo Integration with adaptive variance selection for improved stochastic Efficient Global Optimization

Felipe Carraro, Rafael Holdorf Lopez, Leandro Fleck Fadel Miguel +1

In this paper, the minimization of computational cost on evaluating multi-dimensional integrals is explored. More specifically, a method based on an adaptive scheme for error varia…