Construction of interlaced scrambled polynomial lattice rules of arbitrary high order

DOI10.1007/s10208-014-9226-8zbMath1323.65002arXiv1301.6441OpenAlexW2038461951MaRDI QIDQ887154

Takashi Goda, Josef Dick

Publication date: 28 October 2015

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6441

zbMATH Keywords

weighted function spacescomponent-by-component constructionrandomized quasi-Monte Carlointerlaced scrambled polynomial lattice rulestractability of multivariate integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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