Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces

G. W. Wasilkowski

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


We explain the efficiency of quasi-Monte Carlo methods for high dimensional integration by proving that the worst case ε-truncation dimension of the error functional on γ-weighted ANOVA spaces is small for modest error demands.

Original languageEnglish
Article number101500
JournalJournal of Complexity
StatePublished - Feb 2021

Bibliographical note

Publisher Copyright:
© 2020 Elsevier Inc.


  • ANOVA spaces
  • Multivariate integration
  • Quasi-Monte Carlo

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Statistics and Probability
  • Numerical Analysis
  • General Mathematics
  • Control and Optimization
  • Applied Mathematics


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