One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
Integrands that depend on a large number of equally important variables are considered and conditions that make expedient quasi-Monte Carlo integrations are investigated for dimensions n≤300.
Year of publication: |
2003
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Authors: | Sobol’, I.M ; Asotsky, D.I |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 62.2003, 3, p. 255-263
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Publisher: |
Elsevier |
Subject: | Monte Carlo method | Quasi-Monte Carlo method | Numerical integration | Quasi-random sequence |
Saved in:
Online Resource
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