Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition (Q5254131)
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scientific article; zbMATH DE number 6443746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition |
scientific article; zbMATH DE number 6443746 |
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Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition (English)
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9 June 2015
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multilevel algorithms
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ANOVA decomposition
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randomized algorithms
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numerical integration
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reproducing kernel Hilbert spaces
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scrambled polynomial lattice rules
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error bound
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quasi-Monte Carlo multilevel algorithms
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