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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 12, Pages 2159–2165 (Mi zvmmf363)  
This article is cited in 6 scientific papers (total in 8 papers)

The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral

D. I. Asotskii, E. E. Myshetskaya, I. M. Sobol'

Institute for Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia
Full-text PDF (850 kB) Citations (8)
Abstract: The effective dimension of a multidimensional function was previously introduced to measure the complexity of the function with respect to the evaluation of an integral by quasi-Monte Carlo methods. For the same goal, the concept of the average dimension is introduced, which, in contrast to the effective dimension, is independent of an arbitrary confidence level.
Key words: quasi-Monte Carlo method, multidimensional integrals, sensitivity indices, ANOVA.
Received: 26.05.2006
English version:
Computational Mathematics and Mathematical Physics, 2006, Volume 46, Issue 12, Pages 2061–2067
DOI: https://doi.org/10.1134/S0965542506120050
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: D. I. Asotskii, E. E. Myshetskaya, I. M. Sobol', “The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral”, Zh. Vychisl. Mat. Mat. Fiz., 46:12 (2006), 2159–2165; Comput. Math. Math. Phys., 46:12 (2006), 2061–2067
Citation in format AMSBIB
\Bibitem{AsoMysSob06}
\by D.~I.~Asotskii, E.~E.~Myshetskaya, I.~M.~Sobol'
\paper The average dimension of a~multidimensional function for quasi-Monte Carlo estimates of an integral
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2006
\vol 46
\issue 12
\pages 2159--2165
\mathnet{http://mi.mathnet.ru/zvmmf363}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2344962}
\transl
\jour Comput. Math. Math. Phys.
\yr 2006
\vol 46
\issue 12
\pages 2061--2067
\crossref{https://doi.org/10.1134/S0965542506120050}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33846186740}
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  • https://www.mathnet.ru/eng/zvmmf/v46/i12/p2159
    Erratum
    This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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