| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4609203 | Journal of Complexity | 2006 | 8 Pages |
Abstract
We consider high-dimensional integration in a broad class of functions where all elements have maximum effective dimension. We show that there exists an exact cubature with only two points. Therefore, not only the convergence but also the worst case error of quasi-Monte Carlo need not depend on the effective dimension at all.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
