Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
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Publication:1938427
DOI10.1007/s00211-012-0469-5zbMath1264.65030arXiv1109.4998OpenAlexW1964669306MaRDI QIDQ1938427
Publication date: 4 February 2013
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.4998
algorithmnumerical exampleslattice rulescubature formulaworst case errorcomponent-by-component algorithm
Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
Related Items
Construction of interlaced polynomial lattice rules for infinitely differentiable functions, Computational Higher Order Quasi-Monte Carlo Integration, A Universal Median Quasi-Monte Carlo Integration
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