Quasi-Monte Carlo: a high-dimensional experiment

DOI10.1515/MCMA-2013-0022MaRDI QIDQ742075zbMATH OpenOpenAlexFDO

Authors B. V. Shukhman, Il'ya Sobol'

Publication date 17 September 2014

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2013-0022

zbMATH Keywords

quasi-Monte Carlomean dimensionhigh-dimensional integrationaverage dimensionSobol sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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