• DocumentCode
    2458469
  • Title

    Using Lower and Upper Bounds to Increase the Computing Accuracy of Monte Carlo Method

  • Author

    Chen, Jianwen ; Feng, Ling

  • Author_Institution
    Dept. of Comput. Sci. & Technol., Tsinghua Univ., Beijing, China
  • fYear
    2010
  • fDate
    17-19 Dec. 2010
  • Firstpage
    630
  • Lastpage
    633
  • Abstract
    Monte Carlo Method has been widely used in the past to deliver approximate solutions of many scientific computing problems. This paper presents an improvement upon the basic Monte Carlo Method which can increase the computing accuracy with the help of lower and upper bounds. We call it Bounded Monte Carlo Method. Two examples (i.e., computing the number π and computing event probability) are used to illustrate the application of our Bounded Monte Carlo Method.
  • Keywords
    Monte Carlo methods; approximation theory; Monte Carlo lower bound; Monte Carlo upper bound; bounded Monte Carlo method; computing event probability; Approximation algorithms; Approximation methods; Databases; Monte Carlo methods; Probabilistic logic; Risk analysis; Upper bound; lower bound; monte carlo method; upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational and Information Sciences (ICCIS), 2010 International Conference on
  • Conference_Location
    Chengdu
  • Print_ISBN
    978-1-4244-8814-8
  • Electronic_ISBN
    978-0-7695-4270-6
  • Type

    conf

  • DOI
    10.1109/ICCIS.2010.159
  • Filename
    5709080
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2458469