The curse of dimensionality for numerical integration on general domains

J. Complexity, pp. 25-42, 2019.

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Abstract We prove the curse of dimensionality in the worst case setting for multivariate numerical integration for various classes of smooth functions. We prove the results when the domains are isotropic convex bodies with small diameter satisfying a universal ψ 2 -estimate. In particular, we obtain the result for the import...More

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