Optimally adaptive integration of univariate Lipschitz functions

DOI10.1007/S00453-007-9093-7zbMATH Open1147.65021OpenAlexW2090395050MaRDI QIDQ2480911FDOQ2480911

Erik D. Demaine, Dmitriy Katz, Ilya Baran

Publication date: 3 April 2008

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00453-007-9093-7

zbMATH Keywords

adaptive algorithmsLipschitz functionsquadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Remark on Stirling's Formula
• An algorithm for finding the absolute extremum of a function
• Optimal aggregation algorithms for middleware.
• On the Number of Iterations of Piyavskii's Global Optimization Algorithm
• Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
• Finding hidden independent sets in interval graphs
• OPTIMAL ADAPTIVE ALGORITHMS FOR FINDING THE NEAREST AND FARTHEST POINT ON A PARAMETRIC BLACK-BOX CURVE

Cited In (2)

• Global Approximation of Solutions of Time-Dependent Variational Inequalities
• Lipschitz continuity results for a class of variational inequalities and applications: A geometric approach

   Recommendations

• Optimally Adaptive Integration of Univariate Lipschitz Functions 👍 👎
• Simple Monte Carlo and the Metropolis algorithm 👍 👎
• Optimal integration of Lipschitz functions with a Gaussian weight 👍 👎
• Solvable integration problems and optimal sample size selection 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Optimally adaptive integration of univariate Lipschitz functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2480911)