QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (Q2895760): Difference between revisions
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Revision as of 08:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND |
scientific article |
Statements
QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (English)
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4 July 2012
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quasi-Monte Carlo methods
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high-dimensional integration
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weighted spaces
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reproducing kernel Hilbert spaces
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Banach space settings
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worst-case error
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discrepancy
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weighted Koksma-Hlawka inequality
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lattice rules
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low-discrepancy sequences
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equal-weight quadrature rules
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optimal order of convergence
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product and order dependent weights
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