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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

We explain the efficiency of quasi-Monte Carlo methods for high dimensional integration by proving that the worst case ε-truncation dimension of the error functional on γ-weighted ANOVA spaces is small for modest error demands.



中文翻译:

准蒙特卡洛和 ε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 ε-错误函数的截断维γ加权的ANOVA空间很小,适合中等误差要求。

更新日期:2020-05-30
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