Random bit quadrature and approximation of distributions on Hilbert Spaces
We study the approximation of expectations E(f(X)) for Gaussian random elements X with values in a separable Hilbert space H and Lipschitz continuous functionals f : H ! -> R. We consider restricted Monte Carlo algorithms, which may only use random bits instead of random numbers. We determine...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Springer US
2018
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