Quasi-Monte Carlo methods can be efficient for integration over products of spheres

Journal of Complexity

Volumn 21, Issue 2, 2005, Pages 196-210

  Kuo, Frances Y ^a   Sloan, Ian H ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Multivariate integration; Products of spheres; Quasi Monte Carlo methods; Tractability; Worst case error

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRATION; NUMERICAL METHODS; POLYNOMIALS; TENSORS;

MULTIVARIATE INTEGRATION; PRODUCT-OF-SPHERES; QUASI MONTE CARLO METHODS; TRACTABILITY; WORST CASE ERROR;

MONTE CARLO METHODS;

EID: 14044266856     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jco.2004.07.001     Document Type: Article

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