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). MSC: 65C05 65D32 41A55 41A63 11K38 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
Baldeaux, Jan Scrambled polynomial lattice rules for infinite-dimensional integration. (English) Zbl 1271.65043 Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 255-263 (2012). MSC: 65D32 41A55 41A63 PDF BibTeX XML Cite \textit{J. Baldeaux}, in: Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15--20, 2010. Berlin: Springer. 255--263 (2012; Zbl 1271.65043) Full Text: DOI arXiv