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Search: subject:"scrambled polynomial lattice rules"
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ANOVA decomposition
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multilevel algorithms
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numerical integration
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randomized algorithms
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reproducing kernel Hilbert spaces
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scrambled polynomial lattice rules
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Baldeaux, Jan
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Gnewuch, Michael
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Finance Discipline Group, Business School
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Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition
Gnewuch, Michael
;
Baldeaux, Jan
-
Finance Discipline Group, Business School
-
2012
quasi-Monte Carlo multilevel algorithms based on
scrambled
polynomial
lattice
rules
. …
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