Delayed curse of dimension for Gaussian integration

DOI10.1006/jcom.2000.0545zbMath0962.65021OpenAlexW2030142453MaRDI QIDQ1578431

Francisco Curbera

Publication date: 14 June 2001

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

Full work available at URL: https://doi.org/10.1006/jcom.2000.0545

zbMATH Keywords

cubature formulasLipschitz functionsworst case complexitydelayed curse of dimensionmultivariate Gaussian integrationpath integration with Gaussian measure

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items

The quantum setting with randomized queries for continuous problems ⋮ Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\) ⋮ Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)

Cites Work

• Sequences, discrepancies and applications
• The multivariate normal distribution
• Deterministic and stochastic error bounds in numerical analysis
• Optimal integration of Lipschitz functions with a Gaussian weight
• Optimal quadratures in H(sub)p spaces
• On tractability of path integration
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item