Monte Carlo methods for numerical integration

Description

I present recent progress on the numerical integration of multivariate functions using randomized methods. In particular, I talk about the optimal order of such methods for functions with dominating mixed smoothness, and an algorithm that achieves this order. Moreover, I present preliminary results and numerical tests of an algorithm that can be implemented very efficiently, even in high dimensions.

Period	22 Sept 2017
Event title	New perspectives in the theory of function spaces and their applications, September 17-23, 2017, Bedlewo
Event type	Conference
Location	PolandShow on map