We consider high dimensional integration in a broad class of functions where all elements have maximum effective dimension. We show that there exists an exact cubature with only t...
We study the problem of multivariate integration over Rd with integrands of the form f(x)d(x) where d is a probability density function. Practical problems of this form occur comm...
Frances Y. Kuo, Grzegorz W. Wasilkowski, Benjamin ...
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
Benjamin J. Waterhouse, Frances Y. Kuo, Ian H. Slo...
We give a correspondence between two notions of complexity for real numbers and functions: poly-time computability according to Ko and a notion that arises naturally when one cons...
We study the optimal approximation of the solution of an operator equation A(u) = f by four types of mappings: a) linear mappings of rank n; b) n-term approximation with respect t...