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A simple universal algorithm for high-dimensional integration
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DOI：10.1007/s00211-025-01517-z.png)
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摘要
En 中文
We present a simple universal algorithm for high-dimensional integration which has the optimal error rate (independent of the dimension) in all weighted Korobov classes both in the randomized and the deterministic setting. Our theoretical findings are complemented by numerical tests.
Keyword:
BY-COMPONENT CONSTRUCTION
LATTICE RULES
WEIGHTED KOROBOV
SPACES
CONVERGENCE
SMOOTHNESS
ACHIEVE
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期刊
N
IF:
2.2
论文数:
60
被引数:
7.8K
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A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights加权空间中具有快速递减权重的格点积分的简化快速逐分量构造OAAI
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