Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition (Q5254131): Difference between revisions

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Latest revision as of 00:36, 20 April 2024

scientific article; zbMATH DE number 6443746
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Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition
scientific article; zbMATH DE number 6443746

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    Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition (English)
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    9 June 2015
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    multilevel algorithms
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    ANOVA decomposition
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    randomized algorithms
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    numerical integration
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    reproducing kernel Hilbert spaces
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    scrambled polynomial lattice rules
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    error bound
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    quasi-Monte Carlo multilevel algorithms
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