Bounds for the weighted L^p discrepancy and tractability of integration

DOI10.1016/S0885-064X(03)00009-8zbMATH Open1366.11090MaRDI QIDQ652450FDOQ652450

Authors: Friedrich Pillichshammer, Gunther Leobacher 

Publication date: 14 December 2011

Published in: Journal of Complexity (Search for Journal in Brave)

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zbMATH Keywords

QMC-tractability of integrationweighted discrepancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Continuous, (p)-adic and abstract analogues (11K41)

Cites Work

• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Some applications of multidimensional integration by parts
• The inverse of the star-discrepancy depends linearly on the dimension
• Über die Diskrepanz mehrdimensionaler Folgen mod 1

Cited In (20)

• Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
• \(L_2\) discrepancy and multivariate integration
• Weighted discrepancy and high-dimensional numerical integration
• Statistical properties of generalized discrepancies
• Tractability properties of the discrepancy in Orlicz norms
• Tractability properties of the weighted star discrepancy
• On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets
• On strong tractability of weighted multivariate integration
• On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base
• On quasi-Monte Carlo methods in weighted ANOVA spaces
• Learning a function from noisy samples at a finite sparse set of points
• Title not available (Why is that?)
• Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2
• Calculation of discrepancy measures and applications
• Arithmetic average options in the hyperbolic model
• Discrepancy theory and quasi-Monte Carlo integration
• Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\)
• Tractability properties of the weighted star discrepancy of the Halton sequence
• Tractability results for the weighted star-discrepancy
• On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling

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