A Taylor space for multivariate integration

DOI10.1515/156939606777488860zbMath1103.65007OpenAlexW2078086466MaRDI QIDQ5487893

Josef Dick

Publication date: 13 September 2006

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939606777488860

zbMATH Keywords

reproducing kernel Hilbert spaceworst-case errorinitial errorTaylor spacequasi-Monte Carlo algorithmvariance of function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (5)

On tensor product approximation of analytic functions ⋮ Interpolation and approximation in Taylor spaces ⋮ Worst-case optimal approximation with increasingly flat Gaussian kernels ⋮ Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions ⋮ Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions

Cites Work

• Unnamed Item
• Unnamed Item
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• Liberating the weights
• Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
• Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
• Good lattice rules in weighted Korobov spaces with general weights
• A generalized discrepancy and quadrature error bound
• Theory of Reproducing Kernels

This page was built for publication: A Taylor space for multivariate integration