Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces

DOI10.1090/mcom/3910arXiv2212.11476OpenAlexW4387343138MaRDI QIDQ6129002

Yuya Suzuki, Yoshihito Kazashi, Takashi Goda

Publication date: 16 April 2024

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.11476

zbMATH Keywords

lower boundtrapezoidal ruleGaussian Sobolev spacerandomized settingroot-mean-squared error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Randomized algorithms (68W20) Numerical integration (65D30)

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