Variance bounds and existence results for randomly shifted lattice rules (Q421840): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.cam.2012.02.034 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Q4003879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4889887 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance Reduction via Lattice Rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Monte Carlo methods with applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226443 / rank
 
Normal rank
Property / cites work
 
Property / cites work: When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Good lattice rules in weighted Korobov spaces with general weights / rank
 
Normal rank
Property / cites work
 
Property / cites work: Good lattice rules based on the general weighted star discrepancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Mean Dimensionality of Analysis of Variance Decompositions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo estimators for small sensitivity indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Weighted Lattice Rules with Applications to Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Figures of Merit for Randomly-Shifted Lattice Rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Component-by-component construction of good lattice rules with a composite number of points / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence rate of the component-by-component construction of good lattice rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Staffing Multiskill Call Centers via Linear Programming and Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds for rank 1 lattice quadrature rules modulo composites / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039929 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate formulas for some functions of prime numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing Embedded Lattice Rules for Multivariate Integration / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CAM.2012.02.034 / rank
 
Normal rank

Latest revision as of 17:04, 9 December 2024

scientific article
Language Label Description Also known as
English
Variance bounds and existence results for randomly shifted lattice rules
scientific article

    Statements

    Variance bounds and existence results for randomly shifted lattice rules (English)
    0 references
    0 references
    0 references
    14 May 2012
    0 references
    numerical multiple integration
    0 references
    quasi-Monte Carlo
    0 references
    lattice rules
    0 references
    discrepancy
    0 references
    random shift
    0 references
    variance
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references