Exact cubature for a class of functions of maximum effective dimension
نویسندگان
چکیده
We consider high dimensional integration in a broad class of functions where all elements have maximum effective dimension. We show that there exists an exact cubature with only two points. Therefore, not only the convergence but also the worst case error of quasi-Monte Carlo need not depend on the effective dimension at all.
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عنوان ژورنال:
- J. Complexity
دوره 22 شماره
صفحات -
تاریخ انتشار 2006