Computational Higher Order Quasi-Monte Carlo Integration (Q2957036)

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Computational Higher Order Quasi-Monte Carlo Integration
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    Computational Higher Order Quasi-Monte Carlo Integration (English)
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    20 January 2017
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    quasi-Monte Carlo
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    higher order
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    polynominal lattice rule
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    performance
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    fast component-by-component algorithm
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    convergence
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    quadrature rules
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    high-dimensional test integrands
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    generating vectors
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