The effective dimension and quasi-Monte Carlo integration

DOI10.1016/S0885-064X(03)00003-7zbMath1021.65002OpenAlexW2004971474MaRDI QIDQ1869960

Publication date: 4 May 2003

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

Full work available at URL: https://doi.org/10.1016/s0885-064x(03)00003-7

zbMATH Keywords

algorithms dimension reduction low discrepancy sequences quasi-Monte Carlo methods multivariate integration effective dimension

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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