The effective dimension and quasi-Monte Carlo integration

Journal of Complexity

Volumn 19, Issue 2, 2003, Pages 101-124

  Wang, Xiaoqun ^a,b   Fang, Kai Tai ^c  

^a TSINGHUA UNIVERSITY   (China)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Dimension reduction; Effective dimension; Low discrepancy sequences; Multivariate integration; Quasi Monte Carlo methods

Indexed keywords

EID: 0037389675     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0885-064X(03)00003-7     Document Type: Article

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