Derivative based quasi-Monte Carlo constructions and sensitivity estimations

zbMATH Open1349.65001MaRDI QIDQ2829204FDOQ2829204

Hernan Leovey

Publication date: 27 October 2016

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical integration (65D30) Numerical differentiation (65D25)

Cited In (2)

• Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
• Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods

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