On the necessity of low-effective dimension
نویسنده
چکیده
We introduce a class of functions in high dimensions which have themaximum effective dimension, then prove that generalized Sobol’sequences provide theO(N−1) convergence rate for the integration of this class of functions. An important consequence is that high-dimensional problems for which quasi-Monte Carlo outperforms Monte Carlo are not necessarily of low-effective dimension. © 2005 Elsevier Inc. All rights reserved.
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ورودعنوان ژورنال:
- J. Complexity
دوره 21 شماره
صفحات -
تاریخ انتشار 2005