当前位置:
X-MOL 学术
›
J. Complex.
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces
Journal of Complexity ( IF 1.7 ) Pub Date : 2020-05-30 , DOI: 10.1016/j.jco.2020.101500 G.W. Wasilkowski
中文翻译:
准蒙特卡洛和 方差空间中的截断维
更新日期:2020-05-30
Journal of Complexity ( IF 1.7 ) Pub Date : 2020-05-30 , DOI: 10.1016/j.jco.2020.101500 G.W. Wasilkowski
We explain the efficiency of quasi-Monte Carlo methods for high dimensional integration by proving that the worst case -truncation dimension of the error functional on -weighted ANOVA spaces is small for modest error demands.
中文翻译:
准蒙特卡洛和 方差空间中的截断维
通过证明最坏的情况,我们解释了准蒙特卡罗方法对高维积分的效率 -错误函数的截断维加权的ANOVA空间很小,适合中等误差要求。