Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
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Publication:486680
DOI10.1007/s10208-014-9198-8zbMath1312.65002arXiv1210.4223OpenAlexW2050041808MaRDI QIDQ486680
Publication date: 16 January 2015
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.4223
convergencenumerical examplenumerical integrationreproducing kernel Hilbert spaceserror boundmultilevel algorithmsquasi-Monte Carlo methodspath integrationpolynomial lattice ruleschanging-dimension algorithms
Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Irregularities of distribution, discrepancy (11K38)
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