Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands

DOI10.1016/j.jco.2009.07.005zbMath1208.65008OpenAlexW2033560593MaRDI QIDQ964919

Benjamin J. Waterhouse, Ian H. Sloan, Grzegorz W. Wasilkowski, Frances Y. Kuo

Publication date: 21 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.jco.2009.07.005

zbMATH Keywords

quasi-Monte Carlo methodsreproducing kernel Hilbert spaceworst case errorrandomly shifted lattice rulesPoisson time series maximum likelihood integralunbounded integrands

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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