Scrambled Polynomial Lattice Rules for Infinite-Dimensional Integration

DOI10.1007/978-3-642-27440-4_11zbMath1271.65043arXiv1010.6122OpenAlexW1528178106MaRDI QIDQ5326108

Jan Baldeaux

Publication date: 31 July 2013

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

Full work available at URL: https://arxiv.org/abs/1010.6122

zbMATH Keywords

infinite-dimensional integrationscrambled digital netsscrambled polynomial lattice rules

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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On tractability of linear tensor product problems for \(\infty \)-variate classes of functions ⋮ On weighted Hilbert spaces and integration of functions of infinitely many variables ⋮ Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives ⋮ Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight ⋮ Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence ⋮ Infinite-dimensional integration and the multivariate decomposition method ⋮ Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

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