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Posted to user@commons.apache.org by Ted Dunning <te...@gmail.com> on 2014/08/02 08:53:43 UTC

Re: [math] Calculating bivariate integral

Monte Carlo is excellent if you know something about your function or in very high dimensions. In two dimensions the convergence will often be similar (sqrt(n))

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> On Jul 31, 2014, at 9:37, Alexander Nozik <al...@gmail.com> wrote:
> 
> or implement some kind of Monte-Carlo integration procedure which is not yet present at commons-math (I use a Monte-Carlo sampler).

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