Tractability of multivariate integration using low-discrepancy sequences

DOI10.1515/UDT-2016-0013MaRDI QIDQ4604710zbMATH OpenOpenAlexFDO

Authors Shu Tezuka

Publication date 5 March 2018

Published in Uniform distribution theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1515/udt-2016-0013

zbMATH Keywords

(t, e, s)-sequences.discrepancylow-discrepancy sequencesmultivariate integrationtractability

Mathematics Subject Classification ID

General theory of distribution modulo (1) (11K06) Irregularities of distribution, discrepancy (11K38)

Recommendations

• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
• Tractability using periodized generalized Faure sequences
• Tractability properties of the weighted star discrepancy of the Halton sequence
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• A constructive approach to strong tractability using quasi-Monte Carlo algorithms

Cited in

(5)

• Open problems for tractability of multivariate integration.
• Tractability properties of the weighted star discrepancy of the Halton sequence
• Tractability using periodized generalized Faure sequences
• Randomized Smolyak algorithms based on digital sequences for multivariate integration
• Coarse scrambling for Sobol' and Niederreiter sequences

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