Articles with "unbiased stochastic" as a keyword



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A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind

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Published in 2019 at "Advances in Computational Mathematics"

DOI: 10.1007/s10444-019-09676-y

Abstract: In this paper, we propose and analyse a new unbiased stochastic approach for solving a class of integral equations. We study and compare the proposed unbiased approach against the known biased Monte Carlo method based… read more here.

Keywords: unbiased stochastic; stochastic algorithm; algorithm solving; solving linear ... See more keywords