An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\)

DOI10.1016/j.matcom.2008.12.021zbMath1198.65022OpenAlexW2009966343WikidataQ57778815 ScholiaQ57778815MaRDI QIDQ974244

Tim Pillards, Ronald Cools, Bart Vandewoestyne

Publication date: 27 May 2010

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.021

zbMATH Keywords

quasi-Monte Carlomultivariate numerical integrationapproximate optimal distribution of points

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Uses Software

• mctoolbox

Cites Work

• Quasi–Monte Carlo integration over $\mathbb {R}^d$
• Accuracy and Stability of Numerical Algorithms
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