The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral

DOI10.1134/s0965542506120050OpenAlexW2061078538MaRDI QIDQ6200640

E. E. Myshetskaya, Ilya M. Sobol', D. I. Asotsky

Publication date: 1 March 2024

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/zvmmf363

zbMATH Keywords

quasi-Monte Carlo methodmultidimensional integralssensitivity indices

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

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• Efficient input-output model representations
• One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
• Smoothness and dimension reduction in quasi-Monte Carlo methods
• On the necessity of low-effective dimension

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