Quasi-Monte Carlo tractability of high dimensional integration over products of simplices
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Publication:890227
DOI10.1016/j.jco.2015.06.003zbMath1328.65009arXiv1411.0731MaRDI QIDQ890227
Publication date: 9 November 2015
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.0731
quasi-Monte Carlo methods; multivariate integration; reproducing kernel Hilbert space; worst-case error; tractability; product of simplices
65C05: Monte Carlo methods
46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)
65D32: Numerical quadrature and cubature formulas
Related Items
Quasi-Monte Carlo tractability of integration problem in function spaces defined over products of balls, Sampling and change of measure for Monte Carlo integration on simplices, EC-tractability of approximation problems in function spaces defined over products of simplices, Scrambled geometric net integration over general product spaces
Uses Software
Cites Work
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