We review some recent advances in high-dimensional numerical integration, namely,in (i) optimal quantization of probability distributions, (ii) Quasi-Monte Carlo (QMC) methods, (iii) sparse grid methods. In particular, the methods (ii) and(iii) may be superior compared to Monte Carlo (MC) methods under certain conditions on the integrands. Some ...
Creator:
Römisch, Werner (Humboldt-Universität)
Created:
2011-06-03
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
