On average dimensions of particle transport estimators

DOI10.1515/mcma-2018-0013zbMath1499.65007OpenAlexW2804935135MaRDI QIDQ1637520

Boris V. Shukhman, Ilya M. Sobol'

Publication date: 8 June 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2018-0013

zbMATH Keywords

Monte Carlo methodsaverage dimensionparticle transportOwen's formulaquasi-MCsobol sequenceweighted MC

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

QMC integration errors and quasi-asymptotics ⋮ Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives ⋮ Quasi-Monte Carlo method for solving Fredholm equations

Cites Work

• Quasi-Monte Carlo: a high-dimensional experiment
• A limit theorem for average dimensions
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
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