Quadrature Formulas for Monotone Functions

DOI10.2307/2159565MaRDI QIDQ4005728zbMATH OpenOpenAlexFDO

Authors Erich Novak

Publication date 27 September 1992

Full work available at URL https://doi.org/10.2307/2159565

zbMATH Keywords

adaptive Monte Carlo methodsadaptive quadrature formulasmonotone functions

Mathematics Subject Classification ID

Approximate quadratures (41A55) Monte Carlo methods (65C05) Numerical integration (65D30)

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Cites work

• Approximation of linear functionals on a Banach space with a Gaussian measure
• Deterministic and stochastic error bounds in numerical analysis
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• scientific article; zbMATH DE number 4054242 (Why is no real title available?)
• scientific article; zbMATH DE number 192839 (Why is no real title available?)
• scientific article; zbMATH DE number 193625 (Why is no real title available?)
• Numerical Evaluation of Multiple Integrals
• On the existence of optimal affine methods for approximating linear functionals
• On the Power of Adaptive Information for Functions with Singularities
• Optimum Sequential Search and Approximation Methods Under Minimum Regularity Assumptions
• Random homeomorphisms
• Some approximate integration formulas of statistical interest
• The algorithm designer versus nature: A game-theoretic approach to information-based complexity
• The average error of quadrature formulas for functions of bounded variation
• The concept of sequential optimality for problems in numerical analysis

Cited in

(11)

• Optimal stochastic quadrature formulas for convex functions
• Average errors for zero finding: Lower bounds for smooth or monotone functions
• Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
• The difficulty of Monte Carlo approximation of multivariate monotone functions
• Spectral risk measures: the risk quadrangle and optimal approximation
• Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
• Quadrature formulas for multivariate convex functions
• Numerical integration of peak functions
• Design of quadrature rules for Müntz and Müntz-logarithmic polynomials using monomial transformation
• Adaption helps for some nonconvex classes
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case

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