An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\)
type: Item
instance of: scholarly article
title: An adaptive approach to cube-based quasi-Monte Carlo integration on \(\mathbb R^d\)
zbMATH Open document ID: 1198.65022
author: Tim Pillards
author: Bart Vandewoestyne
author: Ronald Cools
published in: Mathematics and Computers in Simulation
publication date: 2010-05-27T00:00:00Z
review text: For the quasi-Monte Carlo approximation of the integral over the whole space \(\mathbb{R}^d\), the essential point is how to distribute the points efficiency. In this paper, an adaptive approach is suggested and an approximate optimal distribution of points is obtained
reviewed by: Gong Guanglu
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5712927
zbMATH Keywords: multivariate numerical integration
zbMATH Keywords: quasi-Monte Carlo
zbMATH Keywords: approximate optimal distribution of points
Wikidata QID: Q57778815
describes a project that uses: mctoolbox
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.12.021
OpenAlex ID: W2009966343
cites work: Q4215355
cites work: Accuracy and Stability of Numerical Algorithms
cites work: Quasi–Monte Carlo integration over $\mathbb {R}^d$
cites work: Q4003879
DOI: 10.1016/J.MATCOM.2008.12.021
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description: scientific article; zbMATH DE number 5712927