A Comparison of Random and Quasirandom Points for Multidimensional Quadrature

@inproceedings{Hickernell1995ACO,
  title={A Comparison of Random and Quasirandom Points for Multidimensional Quadrature},
  author={Fred J. Hickernell},
  year={1995}
}
An integral over a unit volume may be approximated by the mean of the values of the integrand on some sample of points from the integration domain. A variety of sampling methods for quadrature have been proposed. These include random samples, randomized orthogonal arrays, good lattice point sets and quasirandom sequences. Recently the author has derived quadrature error bounds by using an ANOVA decomposition and reproducing kernel Hilbert spaces. The error bound coefficients are the parts of… CONTINUE READING