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On the optimization of approximate integration by Monte Carlo methods

✍ Scribed by V. F. Babenko


Publisher
Springer
Year
1997
Tongue
English
Weight
261 KB
Volume
49
Category
Article
ISSN
0041-5995

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On the numerical integration of high-dim
✍ G. Larcher; W.Ch. Schmid πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 352 KB

Functions which can be represented by rapidly converging Walsh-series play an important role in the theory of signal-processing and image-processing. A special Quasi-Monte Carlo method for the numerical integration of such functions in high dimensions is developed in the present paper. The method is