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When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?

✍ Scribed by Ian H Sloan; Henryk Woźniakowski

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
242 KB
Volume
14
Category
Article
ISSN
0885-064X

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📜 SIMILAR VOLUMES

On the numerical integration of high-dim
On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods
✍ 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