Optimal Algorithms for Numerical Integration: Recent Results and Open Problems

Publication date 13 July 2023

Monte Carlo methods (65C05) Numerical integration (65D30) Numerical approximation of high-dimensional functions; sparse grids (65D40) Complexity and performance of numerical algorithms (65Y20)

Abstract: We present recent results on optimal algorithms for numerical integration and several open problems. The paper has six parts: 1. Introduction 2. Lower Bounds 3. Universality 4. General Domains 5. iid Information 6. Concluding Remarks

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