A simple universal algorithm for high-dimensional integration
Abstract We present a simple universal algorithm for high-dimensional integration which has the optimal error rate (independent of the dimension) in all weighted Korobov classes both in the randomized and the deterministic setting. Our theoretical findings are complemented by numerical tests.
Authors
- David Krieg (ORCID: https://orcid.org/0000-0001-8180-8906)
- Takashi Goda (ORCID: https://orcid.org/0000-0001-6055-8055)
Institutions
- University of Passau (DE)
- The University of Tokyo (JP)
Publication Details
- Journal
- Numerische Mathematik
- Published
- 2025-12-12
- DOI
- https://doi.org/10.1007/s00211-025-01517-z
- Citations
- 1
- Primary Topic
- Mathematical Approximation and Integration
- Type
- article
- Field-Weighted Citation Impact
- 2.63