Baldeaux, Jan; Gnewuch, Michael Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition. (English) Zbl 1318.65002 SIAM J. Numer. Anal. 52, No. 3, 1128-1155 (2014). Cited in 16 Documents MSC: 65C05 Monte Carlo methods 65D32 Numerical quadrature and cubature formulas 41A55 Approximate quadratures 41A63 Multidimensional problems (should also be assigned at least one other classification number from Section 41-XX) 11K38 Irregularities of distribution, discrepancy Keywords:multilevel algorithms; ANOVA decomposition; randomized algorithms; numerical integration; reproducing kernel Hilbert spaces; scrambled polynomial lattice rules; error bound; quasi-Monte Carlo multilevel algorithms PDF BibTeX XML Cite \textit{J. Baldeaux} and \textit{M. Gnewuch}, SIAM J. Numer. Anal. 52, No. 3, 1128--1155 (2014; Zbl 1318.65002) Full Text: DOI arXiv