Quasi-Monte Carlo tractability of high dimensional integration over products of simplices

DOI10.1016/j.jco.2015.06.003zbMath1328.65009arXiv1411.0731OpenAlexW2964194795MaRDI QIDQ890227

Kinjal Basu

Publication date: 9 November 2015

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0731

zbMATH Keywords

quasi-Monte Carlo methodsmultivariate integrationreproducing kernel Hilbert spaceworst-case errortractabilityproduct of simplices

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical quadrature and cubature formulas (65D32)

Related Items (4)

Scrambled geometric net integration over general product spaces ⋮ Sampling and change of measure for Monte Carlo integration on simplices ⋮ Quasi-Monte Carlo tractability of integration problem in function spaces defined over products of balls ⋮ EC-tractability of approximation problems in function spaces defined over products of simplices

Uses Software

• DLMF

Cites Work

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