High-Discrepancy Sequences for High-Dimensional Numerical Integration

DOI10.1007/978-3-642-27440-4_40zbMath1271.65010OpenAlexW170222282MaRDI QIDQ5326140

Shu Tezuka

Publication date: 31 July 2013

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

Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_40

zbMATH Keywords

numerical examplesintegration errorlow-discrepancy sequenceKolmogorov superposition integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)

Cites Work

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• On a constructive proof of Kolmogorov's superposition theorem
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Sufficient conditions for fast quasi-Monte Carlo convergence
• Monte Carlo and quasi-Monte Carlo sampling
• Scrambling non-uniform nets
• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
• HIGH-DISCREPANCY SEQUENCES

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