{
  "annotation_id": "3fdde17c-2592-4626-806b-760ccad93087",
  "date_created": "2026-03-02T18:00:32.251000Z",
  "date_modified": "2026-03-02T18:00:32.251000Z",
  "file_hash": "dc0ca968b7674f33999100c068e432e3aee8416cad7a977ea9f443cb35a01fd9",
  "private": false,
  "record": {
    "abstract": "In a recent paper Keister proposed two quadrature rules as alternatives to\nMonte Carlo for certain multidimensional integrals and reported his test\nresults. In earlier work we had shown that the quasi-Monte Carlo method with\ngeneralized Faure points is very effective for a variety of high dimensional\nintegrals occurng in mathematical finance. In this paper we report test results\nof this method on Keister\u0027s examples of dimension 9 and 25, and also for\nexamples of dimension 60, 80 and 100. For the 25 dimensional integral we\nachieved accuracy of 0.01 with less than 500 points while the two methods\ntested by Keister used more than 220,000 points. In all of our tests, for n\nsample points we obtained an empirical convergence rate proportional to n^{-1}\nrather than the n^{-1/2} of Monte Carlo.",
    "arxiv_id": "physics/0011053",
    "authors": [
      "A. Papageorgiou",
      "J. F. Traub"
    ],
    "categories": [
      "physics.comp-ph",
      "cs.NA"
    ],
    "doi": "10.1063/1.168616",
    "journal_ref": "Computers in Physics, Nov/Dec, 1997, 574-578",
    "title": "Faster Evaluation of Multidimensional Integrals",
    "url": "https://arxiv.org/abs/physics/0011053"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "61c1f35a-a89f-45f3-ac99-896c7cecd1f5",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}