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Exact cubature for a class of functions of maximum effective dimension

13 years 3 months ago
Exact cubature for a class of functions of maximum effective dimension
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. Key words: ANOVA, antisymmetric functions, effective dimension, high dimensional integrals
Shu Tezuka, Anargyros Papageorgiou
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2006
Where JC
Authors Shu Tezuka, Anargyros Papageorgiou
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