On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}

DOI10.1090/S0025-5718-04-01624-2zbMATH Open1068.65005OpenAlexW1620981000MaRDI QIDQ4813614FDOQ4813614

Authors: Fred J. Hickernell, Ian H. Sloan, Grzegorz W. Wasilkowski 

Publication date: 13 August 2004

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01624-2

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zbMATH Keywords

quasi-Monte Carlo methodsdiscrepancytractabilityweighted integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Approximate quadratures (41A55)

Cites Work

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• The inverse of the star-discrepancy depends linearly on the dimension
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Cited In (30)

• On decompositions of multivariate functions
• Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
• On the scenario-tree optimal-value error for stochastic programming problems
• Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere
• On strong tractability of weighted multivariate integration
• Probabilistic lower bounds for the discrepancy of Latin hypercube samples
• Adaptive Multidimensional Integration Based on Rank-1 Lattices
• On efficient weighted integration via a change of variables
• Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
• Algorithmic construction of low-discrepancy point sets via dependent randomized rounding
• Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
• Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
• Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems
• Learning a function from noisy samples at a finite sparse set of points
• On the tractability of multivariate integration and approximation by neural networks
• Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
• Approximation errors in truncated dimensional decompositions
• On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space
• Sparse additive function decompositions facing basis transforms
• Bracketing numbers for axis-parallel boxes and applications to geometric discrepancy
• Calculation of discrepancy measures and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bounds and constructions for the star-discrepancy via \(\delta\)-covers
• Randomly shifted lattice rules for unbounded integrands
• Entropy, Randomization, Derandomization, and Discrepancy
• Good lattice rules based on the general weighted star discrepancy
• Reliable adaptive cubature using digital sequences
• Finite-order weights imply tractability of multivariate integration
• On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion

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