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Approximating Integrals in High Dimensions— An Informal Report
Quasi-Monte Carlo Rules

Approximating Integrals in High Dimensions— An Informal Report

1. Introduction For half a century or more many researchers have grappled with the problem of numerical integration in many dimensions— on the one hand to understand what is possible, on the other to construct and analyse effective algorithms. This is an informal and rather personal account of one part
Aug 26, 2013 11 min read
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