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Randomized sparse grid algorithms for multivariate integration on Haar wavelet spaces - MaRDI portal

Randomized sparse grid algorithms for multivariate integration on Haar wavelet spaces (Q5879396)

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scientific article; zbMATH DE number 7658044
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Randomized sparse grid algorithms for multivariate integration on Haar wavelet spaces
scientific article; zbMATH DE number 7658044

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    Randomized sparse grid algorithms for multivariate integration on Haar wavelet spaces (English)
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    1 March 2023
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    Smolyak algorithm
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    multivariate integration
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    Haar function spaces
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    quasi-Monte Carlo
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    \((0, m, s)\)-nets
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    randomized algorithms
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