The price of pessimism for multidimensional quadrature

DOI10.1006/JCOM.2001.0593zbMath1006.65022OpenAlexW2006465370MaRDI QIDQ1347848

Fred J. Hickernell, Henryk Woźniakowski

Publication date: 16 February 2003

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.2001.0593

zbMATH Keywords

Hilbert spacemultivariate integrationworst-case errorquadrature errorMonte Carlo quadratureexpected erroraverage-case errorrandom-case errorshifted lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (11)

The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets ⋮ \(I\)-binomial scrambling of digital nets and sequences ⋮ Discrepancy for randomized Riemann sums ⋮ Strong tractability of integration using scrambled Niederreiter points ⋮ My dream quadrature rule ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Integration error for multivariate functions from anisotropic classes ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Optimal quadrature for Haar wavelet spaces ⋮ On the necessity of low-effective dimension ⋮ The discrepancy and gain coefficients of scrambled digital nets.

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