A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions

DOI10.1016/j.jco.2022.101647zbMath1493.65010arXiv2106.12184OpenAlexW3173895886WikidataQ114163588 ScholiaQ114163588MaRDI QIDQ2145075

Takashi Goda

Publication date: 17 June 2022

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

Full work available at URL: https://arxiv.org/abs/2106.12184

zbMATH Keywords

quasi-Monte Carlo methodhigh-dimensional integrationweighted function spaceplain Monte Carlo methodrank-1 lattice rule

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Related Items (1)

Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere

Uses Software

• QMC4PDE

Cites Work

• Unnamed Item
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