The effective dimension and quasi-Monte Carlo integration
نویسندگان
چکیده
منابع مشابه
The effective dimension and quasi-Monte Carlo integration
Quasi-Monte Carlo (QMC) methods are successfully used for high-dimensional integrals arising in many applications. To understand this success, the notion of effective dimension has been introduced. In this paper, we analyse certain function classes commonly used in QMC methods for empirical and theoretical investigations and show that the problem of determining their effective dimension is anal...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2003
ISSN: 0885-064X
DOI: 10.1016/s0885-064x(03)00003-7