On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}

DOI10.1090/S0025-5718-04-01624-2zbMath1068.65005OpenAlexW1620981000MaRDI QIDQ4813614

Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski

Publication date: 13 August 2004

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01624-2

zbMATH Keywords

discrepancyquasi-Monte Carlo methodstractabilityweighted integration

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Approximate quadratures (41A55) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (26)

Finite-order weights imply tractability of multivariate integration ⋮ QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space ⋮ On strong tractability of weighted multivariate integration ⋮ Randomly shifted lattice rules for unbounded integrands ⋮ Approximation errors in truncated dimensional decompositions ⋮ Entropy, Randomization, Derandomization, and Discrepancy ⋮ On the tractability of multivariate integration and approximation by neural networks ⋮ On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion ⋮ On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space ⋮ Reliable Adaptive Cubature Using Digital Sequences ⋮ Adaptive Multidimensional Integration Based on Rank-1 Lattices ⋮ Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere ⋮ Probabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples ⋮ Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples ⋮ Bracketing numbers for axis-parallel boxes and applications to geometric discrepancy ⋮ Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient ⋮ On decompositions of multivariate functions ⋮ Algorithmic construction of low-discrepancy point sets via dependent randomized rounding ⋮ On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems ⋮ Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems ⋮ Learning a function from noisy samples at a finite sparse set of points ⋮ Good lattice rules based on the general weighted star discrepancy ⋮ Bounds and constructions for the star-discrepancy via \(\delta\)-covers ⋮ Calculation of Discrepancy Measures and Applications

Cites Work

• Sequences, discrepancies and applications
• Deterministic and stochastic error bounds in numerical analysis
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• A generalized discrepancy and quadrature error bound
• The inverse of the star-discrepancy depends linearly on the dimension
• Some applications of multidimensional integration by parts
• Convergence of stochastic processes
• Intractability results for integration and discrepancy
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