학술논문
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions.
Document Type
Journal
Author
Waterhouse, Ben J. (5-NSW-SM) AMS Author Profile; Kuo, Frances Y. (5-NSW-SM) AMS Author Profile; Sloan, Ian H. (5-NSW-SM) AMS Author Profile
Source
Subject
62 Statistics -- 62H Multivariate analysis
62H25Factor analysis and principal components; correspondence analysis
65Numerical analysis -- 65C Probabilistic methods, simulation and stochastic differential equations
65C05Monte Carlo methods
65Numerical analysis -- 65D Numerical approximation and computational geometry
65D30Numerical integration
62H25
65
65C05
65
65D30
Language
English