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

DOI10.1016/S0885-064X(03)00009-8zbMath1366.11090MaRDI QIDQ652450

Friedrich Pillichshammer, Gunther Leobacher

Publication date: 14 December 2011

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

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)

Related Items (12)

On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets ⋮ On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base ⋮ Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\) ⋮ Arithmetic average options in the hyperbolic model ⋮ On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling ⋮ Tractability results for the weighted star-discrepancy ⋮ Tractability properties of the weighted star discrepancy ⋮ Statistical properties of generalized discrepancies ⋮ Learning a function from noisy samples at a finite sparse set of points ⋮ On quasi-Monte Carlo methods in weighted ANOVA spaces ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Calculation of Discrepancy Measures and Applications

Cites Work

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

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