A New Quasi-Monte Carlo Technique Based on Nonnegative Least Squares and Approximate Fekete Points

DOI10.4208/NMTMA.2016.M1516zbMath1399.65003OpenAlexW2549796150MaRDI QIDQ5371801

Giacomo Elefante, Claudia Bittante, Stefano De Marchi

Publication date: 20 October 2017

Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/278598/files/ele_nqm.pdf

zbMATH Keywords

cubaturequasi-Monte Carlo methodnonnegative least squaresapproximate Fekete points

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

Related Items (3)

InRS: implementing the indicator function of NURBS-shaped planar domains ⋮ Quasi-Monte Carlo integration on manifolds with mapped low-discrepancy points and greedy minimal Riesz \(s\)-energy points ⋮ Monte Carlo cubature construction

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