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

@@ Property / DOI @@
-.1016/j.cam.2012.02.034
@@ Property / DOI: 10.1016/j.cam.2012.02.034 / rank @@
-Normal rank
@@ Property / author @@
-Pierre L'Ecuyer
@@ Property / author: Pierre L'Ecuyer / rank @@
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@@ Property / author @@
+Pierre L'Ecuyer
@@ Property / author: Pierre L'Ecuyer / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+D30
@@ Property / Mathematics Subject Classification ID: 65D30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+D32
@@ Property / Mathematics Subject Classification ID: 65D32 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K38
@@ Property / Mathematics Subject Classification ID: 11K38 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 62J10 / rank @@
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@@ Property / zbMATH DE Number @@
+6035235
@@ Property / zbMATH DE Number: 6035235 / rank @@
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@@ Property / zbMATH Keywords @@
+numerical multiple integration
@@ Property / zbMATH Keywords: numerical multiple integration / rank @@
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@@ Property / zbMATH Keywords @@
+quasi-Monte Carlo
@@ Property / zbMATH Keywords: quasi-Monte Carlo / rank @@
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@@ Property / zbMATH Keywords @@
+lattice rules
@@ Property / zbMATH Keywords: lattice rules / rank @@
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@@ Property / zbMATH Keywords @@
+discrepancy
@@ Property / zbMATH Keywords: discrepancy / rank @@
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@@ Property / zbMATH Keywords @@
+random shift
@@ Property / zbMATH Keywords: random shift / rank @@
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@@ Property / zbMATH Keywords @@
+variance
@@ Property / zbMATH Keywords: variance / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2012.02.034
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@@ Property / OpenAlex ID @@
+W2036346468
@@ Property / OpenAlex ID: W2036346468 / rank @@
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@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
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@@ Property / cites work @@
+Q4889887
@@ Property / cites work: Q4889887 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance Reduction via Lattice Rules
@@ Property / cites work: Variance Reduction via Lattice Rules / rank @@
+Normal rank
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+Quasi-Monte Carlo methods with applications in finance
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+Q4226443
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+Normal rank
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+When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
+Normal rank
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+Good lattice rules in weighted Korobov spaces with general weights
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+Good lattice rules based on the general weighted star discrepancy
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+Estimating Mean Dimensionality of Analysis of Variance Decompositions
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+Monte Carlo estimators for small sensitivity indices
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+Efficient Weighted Lattice Rules with Applications to Finance
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+On Figures of Merit for Randomly-Shifted Lattice Rules
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+Component-by-component construction of good lattice rules with a composite number of points
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@@ Property / cites work @@
+On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
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@@ 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
+Normal rank
@@ Property / cites work @@
+On the convergence rate of the component-by-component construction of good lattice rules
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+Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
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+Staffing Multiskill Call Centers via Linear Programming and Simulation
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+Error bounds for rank 1 lattice quadrature rules modulo composites
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+Q4039929
@@ Property / cites work: Q4039929 / rank @@
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@@ Property / cites work @@
+Approximate formulas for some functions of prime numbers
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@@ Property / cites work @@
+Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
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@@ Property / cites work @@
+Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
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@@ Property / cites work @@
+Constructing Embedded Lattice Rules for Multivariate Integration
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2012.02.034
@@ Property / DOI: 10.1016/J.CAM.2012.02.034 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:421840