Open AccessQuasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
Author(s) -
F. Y. Kuo,
Christoph Schwab,
I. H. Sloan
Publication year - 2012
Publication title -
australian and new zealand industrial and applied mathematics journal. electronic supplement
Language(s) - English
Resource type - Journals
ISSN - 1445-8810
DOI - 10.21914/anziamj.v53i0.5230
Subject(s) - unit cube , hilbert space , lattice (music) , mathematics , monte carlo method , quasi monte carlo method , square integrable function , weight function , function space , pure mathematics , discrete mathematics , mathematical analysis , hybrid monte carlo , statistics , physics , markov chain monte carlo , acoustics