We present a simple universal algorithm for high-dimensional integration which has the optimal error rate (independent of the dimension) in all weighted Korobov classes both in the randomized and the deterministic setting. Our theoretical findings are complemented by numerical tests.

翻译：我们提出了一种适用于高维积分的简单通用算法，该算法在随机和确定性设置下，在所有加权的Korobov类中均具有最优误差率（与维度无关）。我们的理论发现得到了数值实验的补充验证。