Kong, A.; McCullagh, P.; Meng, X.-L.; Nicolae, D.; Tan, Z. - In: Journal of the Royal Statistical Society Series B 65 (2003) 3, pp. 585-604
The task of estimating an integral by Monte Carlo methods is formulated as a statistical model using simulated observations as data. The difficulty in this exercise is that we ordinarily have at our disposal all of the information required to compute integrals exactly by calculus or numerical...