On numerical methods for functions depending on a very large number of variables

MaRDI QIDQ5266423zbMATH OpenFDO

Authors Il'ya Sobol'

Publication date 2 June 2017

Full work available at URL http://mathnet.ru/eng/mm3821

zbMATH Keywords

Monte Carlo methodLipschitz conditionoptimal algorithmquasi-Monte Carlo methodthe average dimension

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15)

Recommendations

• scientific article; zbMATH DE number 4045000
• scientific article; zbMATH DE number 3909615
• scientific article; zbMATH DE number 749521
• scientific article; zbMATH DE number 1256390
• What Monte Carlo models can do and cannot do efficiently?

This page was built for publication: On numerical methods for functions depending on a very large number of variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266423)