On the approximate calculation of multiple integrals
From MaRDI portal
Publication:2349092
DOI10.1016/j.jco.2014.12.003zbMath1320.65041OpenAlexW2013811797MaRDI QIDQ2349092
Publication date: 16 June 2015
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2014.12.003
Related Items
Product rules are optimal for numerical integration in classical smoothness spaces ⋮ A new characterization of \((s,t)\)-weak tractability ⋮ A Monte Carlo Method for Integration of Multivariate Smooth Functions ⋮ Recovery of Sobolev functions restricted to iid sampling ⋮ ABC on IBC ⋮ Some Results on the Complexity of Numerical Integration ⋮ Bernstein Numbers and Lower Bounds for the Monte Carlo Error ⋮ On a Full Monte Carlo Approach to Computational Finance ⋮ New lower bounds for the integration of periodic functions ⋮ Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling ⋮ On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients ⋮ The difficulty of Monte Carlo approximation of multivariate monotone functions ⋮ Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension ⋮ On the Wasserstein distance between classical sequences and the Lebesgue measure ⋮ Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices ⋮ The recovery of ridge functions on the hypercube suffers from the curse of dimensionality ⋮ Solvable integration problems and optimal sample size selection ⋮ Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods
Cites Work
