scientific article; zbMATH DE number 2051207

MaRDI QIDQ4453499zbMATHFDO

Authors Stefan Heinrich, Erich Novak, Harald P. Pfeiffer

Publication date 7 March 2004

zbMATH Keywords

convergenceMonte Carlo methodsrandomized algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• scientific article; zbMATH DE number 2186130
• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• A universal algorithm for multivariate integration
• scientific article; zbMATH DE number 953025
• Optimal integration error on anisotropic classes for restricted Monte Carlo and quantum algorithms

Cited in

(11)

• Some results on the complexity of numerical integration
• Random bit multilevel algorithms for stochastic differential equations
• Optimal error bound of restricted Monte Carlo integration on anisotropic Sobolev classes
• The quantum setting with randomized queries for continuous problems
• Optimal integration error on anisotropic classes for restricted Monte Carlo and quantum algorithms
• Randomized complexity of parametric integration and the role of adaption. II: Sobolev spaces
• Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms
• On the Power of Restricted Monte Carlo Algorithms
• Mathematical Foundations of Computer Science 2005
• scientific article; zbMATH DE number 2186130 (Why is no real title available?)
• Random bit quadrature and approximation of distributions on Hilbert spaces

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4453499)