Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS

Adaptive Quasi-Monte Carlo Integration Based on MISER and VEGAS
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基于MISER和VEGAS的自适应准蒙特卡罗积分

DOI：
10.1007/978-3-642-18743-8_25
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发表时间：
2004
期刊：
2009 10th International Symposium on Quality Electronic Design
影响因子：
--
通讯作者：
Rudolf Schürer
Rudolf Schürer
中科院分区：
--
文献类型：
--
作者：
Rudolf Schürer

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Quasi-Monte Carlo (QMC) routines are one of the most common techniques for solving integration problems in high dimensions. However, their efficiency degrades if the variation of the integrand is concentrated in small areas of the integration domain. Adaptive algorithms cope with this situation by adjusting the flow of computation based on previous integrand evaluations.