An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (Q974244)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) |
scientific article |
Statements
An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\) (English)
0 references
27 May 2010
0 references
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
0 references
multivariate numerical integration
0 references
quasi-Monte Carlo
0 references
approximate optimal distribution of points
0 references