Exact cubature for a class of functions of maximum effective dimension

Shu Tezuka, Anargyros Papageorgiou

研究成果: Contribution to journalArticle査読

抄録

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.

本文言語英語
ページ(範囲)652-659
ページ数8
ジャーナルJournal of Complexity
22
5
DOI
出版ステータス出版済み - 10 2006

All Science Journal Classification (ASJC) codes

  • Algebra and Number Theory
  • Statistics and Probability
  • Numerical Analysis
  • Control and Optimization
  • Applied Mathematics

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