On average dimensions of particle transport estimators

DOI10.1515/MCMA-2018-0013MaRDI QIDQ1637520zbMATH OpenOpenAlexWikidataFDO

Authors B. V. Shukhman, Il'ya Sobol'

Publication date 8 June 2018

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2018-0013

zbMATH Keywords

average dimensionMonte Carlo methodsOwen's formulaparticle transportquasi-MCsobol sequenceweighted MC

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05)

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• A limit theorem for average dimensions
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
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• Quasi-Monte Carlo: a high-dimensional experiment

Cited in

(4)

• QMC integration errors and quasi-asymptotics
• Quasi-Monte Carlo method for solving Fredholm equations
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• scientific article; zbMATH DE number 7110820 (Why is no real title available?)

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