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Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions
2015
Advances in Computational Mathematics
We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the nth minimal worst case error and show that under certain conditions, it can be bounded independent of the number of dimensions. In particular, we study the application of unshifted and randomly shifted rank-1 lattice rules in such a problem setting. We derive conditions under which multivariate integration is polynomially or strongly polynomially
doi:10.1007/s10444-015-9411-6
fatcat:gtjnu3o6xngrpeg7ly3aagj4ga