TY - JOUR
T1 - Exact cubature for a class of functions of maximum effective dimension
AU - Tezuka, Shu
AU - Papageorgiou, Anargyros
PY - 2006/10
Y1 - 2006/10
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=33748758420&partnerID=8YFLogxK
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U2 - 10.1016/j.jco.2006.04.002
DO - 10.1016/j.jco.2006.04.002
M3 - Article
AN - SCOPUS:33748758420
VL - 22
SP - 652
EP - 659
JO - Journal of Complexity
JF - Journal of Complexity
SN - 0885-064X
IS - 5
ER -