New averaging technique for approximating weighted integrals

DOI10.1016/j.jco.2009.02.004zbMath1180.65032OpenAlexW2016084178MaRDI QIDQ1023278

Y. Zhao, Grzegorz W. Wasilkowski, Leszek Plaskota

Publication date: 11 June 2009

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2009.02.004

zbMATH Keywords

algorithmsprobability density functionreproducing kernel Hilbert spacerandomized settingmultivariate weighted integrationworst case errors

Mathematics Subject Classification ID

Multidimensional problems (41A63) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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Cites Work

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