Construction of Quasi-Monte Carlo Rules for Multivariate Integration in Spaces of Permutation-Invariant Functions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,General Mathematics,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00365-016-9362-2.pdf
Reference19 articles.
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2. Dick, J., Kuo, F.Y., Sloan, I.H.: High dimensional integration: the quasi-Monte Carlo way. Acta Numer. 22, 133–288 (2013)
3. Hickernell, F.J., Woźniakowski, H.: Integration and approximation in arbitrary dimensions. Adv. Comput. Math. 12, 25–58 (2000)
4. Kuo, F.Y.: Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces. J. Complex. 19, 301–320 (2003)
5. Kuo, F.Y., Joe, S.: Component-by-component construction of good lattice rules with a composite number of points. J. Complex. 18, 943–976 (2002)
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