Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms-Reference-Cited by-同舟云学术

Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms

Published:2013 Issue: Volume: Page:399-415
ISSN:2194-1009
Container-title:Monte Carlo and Quasi-Monte Carlo Methods 2012
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Author:

Gnewuch Michael

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-41095-6_18

Reference26 articles.

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2. Baldeaux, J.: Scrambled polynomial lattice rules for infinite-dimensional integration. In: Plaskota, L., Woźniakowski, H. (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2010, pp. 255–263. Springer, Berlin/Heidelberg (2012)

3. Baldeaux, J., Dick, J.: A construction of polynomial lattice rules with small gain coefficients. Numer. Math. 119, 271–297 (2011)

4. Baldeaux, J., Gnewuch, M.: Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition. arXiv:1209.0882v1 [math.NA] (2012, preprint)

5. Creutzig, J., Dereich, S., Müller-Gronbach, T., Ritter, K.: Infinite-dimensional quadrature and approximation of distributions. Found. Comput. Math. 9, 391–429 (2009)

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