On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods

Mathematics and Computers in Simulation ◽

10.1016/0378-4754(93)e0075-g ◽

1995 ◽

Vol 38 (1-3) ◽

pp. 127-134 ◽

Author(s):

G. Larcher ◽

W.Ch. Schmid

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

High Dimensional ◽

Walsh Series ◽

Quasi Monte Carlo

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Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series

Mathematical and Computer Modelling ◽

10.1016/0895-7177(96)00039-8 ◽

1996 ◽

Vol 23 (8-9) ◽

pp. 55-67 ◽

Author(s):

G. Larcher ◽

W.Ch. Schmid ◽

R. Wolf

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Walsh Series ◽

Quasi Monte Carlo

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Correction to “Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond”

ANZIAM Journal ◽

10.21914/anziamj.v54i0.6962 ◽

2013 ◽

Vol 54 ◽

pp. 216 ◽

Author(s):

F. Y. Kuo ◽

Ch. Schwab ◽

I. H. Sloan

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

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MONTE-CARLO AND QUASI-MONTE-CARLO METHODS FOR NUMERICAL INTEGRATION

Combinatorial and Computational Mathematics ◽

10.1142/9789812799890_0001 ◽

2001 ◽

Author(s):

HENRI FAURE

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND”

The ANZIAM Journal ◽

10.1017/s1446181112000144 ◽

2012 ◽

Vol 53 (3) ◽

pp. 251-251

Author(s):

F. Y. KUO ◽

CH. SCHWAB ◽

I. H. SLOAN

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

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One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

Mathematics and Computers in Simulation ◽

10.1016/s0378-4754(02)00228-8 ◽

2003 ◽

Vol 62 (3-6) ◽

pp. 255-263 ◽

Author(s):

I.M Sobol’ ◽

D.I Asotsky

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo

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Quasi-Monte Carlo Methods for Multidimensional Numerical Integration

International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série internationale d’Analyse numérique - Numerical Integration III ◽

10.1007/978-3-0348-6398-8_15 ◽

1988 ◽

pp. 157-171 ◽

Author(s):

Harald Niederreiter

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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Quasi-monte carlo methods for numerical integration of multivariate Haar series

BIT Numerical Mathematics ◽

10.1007/bf02510355 ◽

1997 ◽

Vol 37 (4) ◽

pp. 846-861 ◽

Author(s):

Karl Entacher

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

Monte Carlo Methods ◽

Quasi Monte Carlo ◽

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Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions

SIAM Journal on Numerical Analysis ◽

10.1137/060658916 ◽

2007 ◽

Vol 45 (5) ◽

pp. 2141-2176 ◽

Author(s):

Josef Dick

Keyword(s):

Monte Carlo ◽

Numerical Integration ◽

High Dimensional ◽

Periodic Functions ◽

Quasi Monte Carlo ◽

Explicit Constructions

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Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond

ANZIAM Journal ◽

10.21914/anziamj.v53i0.5230 ◽

2012 ◽

Vol 52 ◽

pp. 1

Author(s):

F. Y. Kuo ◽

Ch. Schwab ◽

I. H. Sloan

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

Download Full-text

Correction to "Quasi-Monte Carlo methods for high-dimensional integration: The standard (weighted Hilbert space) setting and beyond"

ANZIAM Journal ◽

10.21914/anziamj.v53i0.5997 ◽

2012 ◽

Vol 53 ◽

pp. 251

Author(s):

F. Y. Kuo ◽

Ch. Schwab ◽

I. H. Sloan

Keyword(s):

Hilbert Space ◽

Monte Carlo ◽

Monte Carlo Methods ◽

High Dimensional ◽

Quasi Monte Carlo ◽

Download Full-text