scientific article; zbMATH DE number 2051231

zbMATH Open1042.65010MaRDI QIDQ4453524FDOQ4453524

H. Woźniakowski, Ian H. Sloan

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

convergenceerror boundsreproducing kernel Hilbert spacesMonte Carlo algorithmweighted multivariate integrationweighted tensor product Sobolev spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (7)

• New averaging technique for approximating weighted integrals
• On polynomial-time property for a class of randomized quadratures
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• How many inner simulations to compute conditional expectations with least-square Monte Carlo?
• Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices
• Optimal importance sampling for the approximation of integrals
• Strong tractability of integration using scrambled Niederreiter points

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