An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (Q974244)
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scientific article; zbMATH DE number 5712927
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| English | An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) |
scientific article; zbMATH DE number 5712927 |
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An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (English)
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27 May 2010
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For the quasi-Monte Carlo approximation of the integral over the whole space \(\mathbb{R}^d\), the essential point is how to distribute the points efficiency. In this paper, an adaptive approach is suggested and an approximate optimal distribution of points is obtained
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multivariate numerical integration
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quasi-Monte Carlo
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approximate optimal distribution of points
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0.94883144
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0.9068247
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0.8971106
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0.8892324
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0.88825643
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0.8789557
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