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One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

✍ Scribed by I.M Sobol’; D.I Asotsky


Book ID
108453386
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
152 KB
Volume
62
Category
Article
ISSN
0378-4754

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On the numerical integration of high-dim
✍ G. Larcher; W.Ch. Schmid 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 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