Exact cubature for a class of functions of maximum effective dimension

Shu Tezuka; Anargyros Papageorgiou

doi:10.1016/j.jco.2006.04.002

Exact cubature for a class of functions of maximum effective dimension

Shu Tezuka, Anargyros Papageorgiou

応用理論研究部門

研究成果: Contribution to journal › Article › 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
巻	22
号	5
DOI	https://doi.org/10.1016/j.jco.2006.04.002
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

文献へのアクセス

10.1016/j.jco.2006.04.002

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引用スタイル

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