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Optimal Monte Carlo Methods for $L^2$-Approximation

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Publication:6286596

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DOI10.1007/S00365-018-9428-4arXiv1705.04567MaRDI QIDQ6286596

David Krieg

Publication date: 12 May 2017

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Multidimensional problems (41A63) Rate of convergence, degree of approximation (41A25) Algorithms for approximation of functions (65D15) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Numerical analysis (65-XX)

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