Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms

DOI10.1007/978-3-642-41095-6_18zbMath1302.65006arXiv1209.1808OpenAlexW1803682256MaRDI QIDQ2926226

Michael Gnewuch

Publication date: 31 October 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.1808

zbMATH Keywords

Monte Carlo methodrandomized algorithmquadrature methodlower error boundweighted Hilbert spacemultilevel algorithminfinite-dimensional integration problemrandomized worst case error

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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