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))
Sent from my iPhone > On Jul 31, 2014, at 9:37, Alexander Nozik <[email protected]> wrote: > > or implement some kind of Monte-Carlo integration procedure which is not yet > present at commons-math (I use a Monte-Carlo sampler). --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
