A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
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Publication:1873074
DOI10.1016/S0378-4754(02)00250-1zbMath1025.65008MaRDI QIDQ1873074
Publication date: 19 May 2003
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
algorithmscomparison of methodsnumerical integrationMonte Carlonumerical examplesquasi-Monte Carlocubature rule
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Cites Work
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- Mersenne twister
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- Numerical integration over an N-dimensional rectangular region
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