Strong tractability of integration using scrambled Niederreiter points

DOI10.1090/S0025-5718-05-01755-2zbMath1079.65011MaRDI QIDQ5315422

Rong-Xian Yue, Fred J. Hickernell

Publication date: 8 September 2005

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

zbMATH Keywords

Haar-like waveletsquasi Monte Carlo quadraturescrambled netweighted Sobolev-Hilbert space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (4)

Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration ⋮ Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)

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