An Adaptive Algorithm Employing Continuous Linear Functionals

Author:

Ding Yuhan,Hickernell Fred J.,Jiménez Rugama Lluís Antoni

Publisher

Springer International Publishing

Reference6 articles.

1. Kunsch, R.J., Novak, E., Rudolf, D.: Solvable integration problems and optimal sample size selection. J. Complex. 53, 40–67 (2019)

2. Hickernell, F.J., Jiang, L., Liu, Y., Owen, A.B.: Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling. In: Dick, J., Kuo, F.Y., Peters, G.W., Sloan, I.H. (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2012. Springer Proceedings in Mathematics and Statistics, vol. 65, pp. 105–128, Springer, Berlin (2013). https://doi.org/10.1007/978-3-642-41095-6

3. Clancy, N., Ding, Y., Hamilton, C., Hickernell, F.J., Zhang, Y.: The cost of deterministic, adaptive, automatic algorithms: cones, not balls. J. Complex. 30, 21–45 (2014). https://doi.org/10.1016/j.jco.2013.09.002

4. Hickernell, F.J., Jiménez Rugama, L.A.: Reliable adaptive cubature using digital sequences. In: Cools and Nuyens, D. (eds.): Monte Carlo and Quasi-Monte Carlo methods: MCQMC, Leuven, Belgium, April 2014, Springer Proceedings in Mathematics and Statistics, vol. 163. Springer, Berlin, pp. 367–383 (2016). arXiv:1410.8615 [math.NA]

5. Jiménez Rugama, L.A., Hickernell, F.J.: Adaptive multidimensional integration based on rank-1 lattices. In: Cools and Nuyens, D. (eds.): Monte Carlo and Quasi-Monte Carlo methods: MCQMC, Leuven, Belgium, April 2014, Springer Proceedings in Mathematics and Statistics, vol. 163. Springer, Berlin, pp. 407–422 (2016). arXiv:1411.1966

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