{
  "id": "1507.06853",
  "version": "v1",
  "published": "2015-07-24T14:19:55.000Z",
  "updated": "2015-07-24T14:19:55.000Z",
  "title": "A Universal Algorithm for Multivariate Integration",
  "authors": [
    "David Krieg",
    "Erich Novak"
  ],
  "categories": [
    "math.NA"
  ],
  "abstract": "We present an algorithm for multivariate integration over cubes that is unbiased and has optimal order of convergence (in the randomized sense as well as in the worst case setting) for all Sobolev spaces $H^{r, mix}([0,1]^d)$ and $H^s([0,1]^d)$ for for $s>d/2$.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-07-24T14:19:55.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "65D30",
      "65C05",
      "65Y20",
      "68Q25"
    ],
    "keywords": [
      "multivariate integration",
      "universal algorithm",
      "optimal order",
      "sobolev spaces"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150706853K"
    }
  }
}