On efficient weighted integration via a change of variables
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DOI: 10.1007/s00211-020-01147-7
Abstract: In this paper, we study the approximation of $d$-dimensional $\rho$-weighted integrals over unbounded domains $\mathbb{R}_+^d$ or $\mathbb{R}^d$ using a special change of variables, so that quasi-Monte Carlo (QMC) or sparse grid rules can be applied… read more here.
Keywords: change; efficient weighted; integration via; weighted integration ... See more keywords