# Improving Monte Carlo randomized approximation schemes

@article{Huber2014ImprovingMC, title={Improving Monte Carlo randomized approximation schemes}, author={Mark L. Huber}, journal={ArXiv}, year={2014}, volume={abs/1411.4074} }

Consider a central problem in randomized approximation schemes that use a Monte Carlo approach. Given a sequence of independent, identically distributed random variables $X_1,X_2,\ldots$ with mean $\mu$ and standard deviation at most $c \mu$, where $c$ is a known constant, and $\epsilon,\delta > 0$, create an estimate $\hat \mu$ for $\mu$ such that $\text{P}(|\hat \mu - \mu| > \epsilon \mu) \leq \delta$. This technique has been used for building randomized approximation schemes for the volume…

## One Citation

### Quantum speedup of Monte Carlo methods

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