Infinite-dimensional integration on weighted Hilbert spaces
From MaRDI portal
Publication:2840006
DOI10.1090/S0025-5718-2012-02583-XzbMath1284.65044MaRDI QIDQ2840006
Publication date: 17 July 2013
Published in: Mathematics of Computation (Search for Journal in Brave)
algorithm; reproducing kernel Hilbert space; weighted Hilbert spaces; infinite-dimensional integration; \(L_{2}\)-star discrepancy; polynomially tractable; worst case \(\epsilon\)-complexity
65C05: Monte Carlo methods
41A63: Multidimensional problems
46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
65Y20: Complexity and performance of numerical algorithms
11K38: Irregularities of distribution, discrepancy
Related Items
Discrepancy Theory and Quasi-Monte Carlo Integration, Liberating the Dimension for Function Approximation and Integration, Average case tractability of approximating ∞-variate functions, Hyperbolic cross approximation in infinite dimensions, The average values of a kind of functionals in LP and concentration without measure, Liberating the dimension for \(L_2\)-approximation, Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight, Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence, Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\), Liberating the dimension for function approximation: standard information, Tractability of infinite-dimensional integration in the worst case and randomized settings, Infinite-dimensional integration and the multivariate decomposition method, Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition, Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration, Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients, Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration, On tractability of linear tensor product problems for \(\infty \)-variate classes of functions, On weighted Hilbert spaces and integration of functions of infinitely many variables, Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives, Some Results on the Complexity of Numerical Integration
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Tractability of infinite-dimensional integration in the worst case and randomized settings
- Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
- Liberating the dimension
- Algorithmic construction of low-discrepancy point sets via dependent randomized rounding
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Infinite-dimensional quadrature and approximation of distributions
- Generalized tractability for multivariate problems. I: Linear tensor product problems and linear information
- Tractability of multivariate problems. Volume I: Linear information
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Low-discrepancy and low-dispersion sequences
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Monte Carlo complexity of global solution of integral equations
- Low-discrepancy sequences and global function fields with many rational places
- Finite-order weights imply tractability of multivariate integration
- Liberating the weights
- Good lattice rules in weighted Korobov spaces with general weights
- The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
- Multilevel Monte Carlo Path Simulation
- Variable Subspace Sampling and Multi-level Algorithms
- Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent
- On decompositions of multivariate functions
- Discrépance de suites associées à un système de numération (en dimension s)
- A generalized discrepancy and quadrature error bound
- On tractability of path integration
- Theory of Reproducing Kernels
- A new algorithm and worst case complexity for Feynman-Kac path integration.
