منابع مشابه
Liberating the weights
A partial answer to why quasi-Monte Carlo algorithms work well for multivariate integration was given in [15] by introducing weighted spaces. In these spaces the importance of successive coordinate directions is quantified by a sequence of weights. However, to be able to make use of weighted spaces for a particular application one has to make a choice of the weights. In this work we take a more...
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Many recent papers considered the problem of multivariate integration, and studied the tractability of the problem in the worst case setting as the dimensionality d increases. The typical question is: can we find an algorithm for which the error is bounded polynomially in d, or even independently of d? And the general answer is: yes, if we have a suitably weighted function space. Since there ar...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2004
ISSN: 0885-064X
DOI: 10.1016/j.jco.2003.06.002