Information Complexity of Monte Carlo Integration in Multivariate Functions with Mixed Smothness

Abstract:

• Periodical: Applied Mechanics and Materials (Volumes 128-129)
• Pages: 1321-1324
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.128-129.1321
• Online since: October 2011
• Authors: Li Qin Duan, Pei Xin Ye
• Keywords: Information Complexity, Integration Problem, Monte Carlo Algorithm, Sobolev Space with Mixed Derivative

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