Integration and approximation based on scramble sampling in arbitrary dimensions

Journal of Complexity

Volumn 17, Issue 4, 2001, Pages 881-897

  Yue, Rong Xian ^a   Hickernell, Fred J ^b  

^a SHANGHAI NORMAL UNIVERSITY   (China)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035704146     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcom.2001.0602     Document Type: Article

References (15)

1. "Ten Lectures on Wavelets"
2. The mean square discrepancy of randomized nets
3. The asymptotic efficiency of randomized nets for quadrature
4. Integration and approximation in arbitrary dimensions
5. Tractability of multivariate integration for periodic functions
6. The mean square discrepancy of scrambled (t, s)-sequences
7. Randomly permuted (t, m, s)-nets and (t, s) sequences
8. Monte Carlo variance of scrambled equidistribution quadrature
9. Scrambled net variance for integrals of smooth functions
10. Scrambling Sobol' and Niederreiter-Xing points
11. When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
12. Tractability of multivariate integration for weighted Korobov classes
13. The exponent of discrepancy is at most 1.4778
14. Variance of quadrature over scrambled unions of nets
15. On the variance of quadrature over scrambled nets and sequences