On polynomial-time property for a class of randomized quadratures

DOI10.1016/j.jco.2003.06.003zbMath1067.65007OpenAlexW1983684402MaRDI QIDQ1888372

Grzegorz W. Wasilkowski

Publication date: 23 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.jco.2003.06.003

zbMATH Keywords

importance samplingerror boundsMonte Carlo methodsmultivariate integrationreproducing kernel Hilbert spacetractabilityrandomized methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Randomized algorithms (68W20)

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Cites Work

• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Theory of Reproducing Kernels
• Intractability results for integration and discrepancy
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