Quasi-Monte Carlo: a high-dimensional experiment

DOI10.1515/MCMA-2013-0022zbMath1305.11066OpenAlexW2067002667MaRDI QIDQ742075

Boris V. Shukhman, Ilya M. Sobol'

Publication date: 17 September 2014

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

Full work available at URL: https://doi.org/10.1515/mcma-2013-0022

zbMATH Keywords

average dimensionquasi-Monte Carlohigh-dimensional integrationmean dimensionSobol sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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