↓ Skip to main content

Monte Carlo and Quasi-Monte Carlo Methods

Overview of attention for book
Cover of 'Monte Carlo and Quasi-Monte Carlo Methods'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes
  3. Altmetric Badge
    Chapter 2 Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo
  4. Altmetric Badge
    Chapter 3 Vandermonde Nets and Vandermonde Sequences
  5. Altmetric Badge
    Chapter 4 Path Space Markov Chain Monte Carlo Methods in Computer Graphics
  6. Altmetric Badge
    Chapter 5 Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
  7. Altmetric Badge
    Chapter 6 Some Results on the Complexity of Numerical Integration
  8. Altmetric Badge
    Chapter 7 Approximate Bayesian Computation: A Survey on Recent Results
  9. Altmetric Badge
    Chapter 8 Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations
  10. Altmetric Badge
    Chapter 9 Unbiased Simulation of Distributions with Explicitly Known Integral Transforms
  11. Altmetric Badge
    Chapter 10 Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting
  12. Altmetric Badge
    Chapter 11 Comparison Between LS -Sequences and $$\beta $$ β -Adic van der Corput Sequences
  13. Altmetric Badge
    Chapter 12 Computational Higher Order Quasi-Monte Carlo Integration
  14. Altmetric Badge
    Chapter 13 Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning
  15. Altmetric Badge
    Chapter 14 Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations
  16. Altmetric Badge
    Chapter 15 On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
  17. Altmetric Badge
    Chapter 16 The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
  18. Altmetric Badge
    Chapter 17 Uncertainty and Robustness in Weather Derivative Models
  19. Altmetric Badge
    Chapter 18 Reliable Adaptive Cubature Using Digital Sequences
  20. Altmetric Badge
    Chapter 19 Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
  21. Altmetric Badge
    Chapter 20 Adaptive Multidimensional Integration Based on Rank-1 Lattices
  22. Altmetric Badge
    Chapter 21 Path Space Filtering
  23. Altmetric Badge
    Chapter 22 Tractability of Multivariate Integration in Hybrid Function Spaces
  24. Altmetric Badge
    Chapter 23 Derivative-based global sensitivity measures and their link with Sobol sensitivity indices
  25. Altmetric Badge
    Chapter 24 Bernstein Numbers and Lower Bounds for the Monte Carlo Error
  26. Altmetric Badge
    Chapter 25 A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
  27. Altmetric Badge
    Chapter 26 A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation
  28. Altmetric Badge
    Chapter 27 A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
  29. Altmetric Badge
    Chapter 28 Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve
  30. Altmetric Badge
    Chapter 29 Uniform Weak Tractability of Weighted Integration
  31. Altmetric Badge
    Chapter 30 Incremental Greedy Algorithm and Its Applications in Numerical Integration
  32. Altmetric Badge
    Chapter 31 On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K.K. Frolov
  33. Altmetric Badge
    Chapter 32 Tractability of Function Approximation with Product Kernels
  34. Altmetric Badge
    Chapter 33 Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs
Attention for Chapter 6: Some Results on the Complexity of Numerical Integration
Altmetric Badge

Citations

dimensions_citation
14 Dimensions

Readers on

mendeley
6 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Some Results on the Complexity of Numerical Integration
Chapter number 6
Book title
Monte Carlo and Quasi-Monte Carlo Methods
Published by
Springer, Cham, January 2016
DOI 10.1007/978-3-319-33507-0_6
Book ISBNs
978-3-31-933505-6, 978-3-31-933507-0
Authors

Erich Novak, Novak, Erich

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 6 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 6 100%

Demographic breakdown

Readers by professional status Count As %
Unspecified 1 17%
Professor 1 17%
Student > Ph. D. Student 1 17%
Researcher 1 17%
Student > Master 1 17%
Other 0 0%
Unknown 1 17%
Readers by discipline Count As %
Computer Science 2 33%
Mathematics 2 33%
Unspecified 1 17%
Unknown 1 17%