The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
复制标题
积分的拟蒙特卡罗估计的多维函数的平均维数
DOI：
10.1134/s0965542506120050
复制
发表时间：
2006
影响因子：
0.7
通讯作者：
I. Sobol
中科院分区：
文献类型：
--
作者：
D. Asotsky;E. E. Myshetskaya;I. Sobol
The effective dimension of a multidimensional function was previously introduced to measure the complexity of the function with respect to the evaluation of an integral by quasi-Monte Carlo methods. For the same goal, the concept of the average dimension is introduced, which, in contrast to the effective dimension, is independent of an arbitrary confidence level.
