Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate (Q5103758): Difference between revisions

Latest revision as of 02:49, 30 July 2024

scientific article; zbMATH DE number 7582814

Language	Label	Description	Also known as
English	Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate	scientific article; zbMATH DE number 7582814

Statements

instance of

scholarly article

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title

Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate (English)

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Mathematics of Computation

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publication date

8 September 2022

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full work available at URL

https://arxiv.org/abs/2109.11694

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zbMATH Keywords

numerical integration

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randomized algorithms

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quasi-Monte Carlo

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rank-1 lattice rules

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component-by-component construction

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MaRDI profile type

MaRDI publication profile

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cites work

Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

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Proof techniques in quasi-Monte Carlo theory

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Construction algorithms for polynomial lattice rules for multivariate integration

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High-dimensional integration: The quasi-Monte Carlo way

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Lattice rules for nonperiodic smooth integrands

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Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces

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Q3160669

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Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness

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Construction of interlaced scrambled polynomial lattice rules of arbitrary high order

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Lattice rules in non-periodic subspaces of Sobolev spaces

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Q3084090

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Q4226443

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Q4549506

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Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension

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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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Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation

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Introduction to Quasi-Monte Carlo Integration and Applications

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Q4003879

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Low-discrepancy point sets obtained by digital constructions over finite fields

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Deterministic and stochastic error bounds in numerical analysis

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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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Q5482377

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Scrambled net variance for integrals of smooth functions

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An Introduction to the Theory of Reproducing Kernel Hilbert Spaces

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Polynomial Lattice Point Sets

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Irreducible polynomials with several prescribed coefficients

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Approximate formulas for some functions of prime numbers

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Q4889887

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Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces

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On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces

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Component-by-component construction of good lattice rules

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When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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A Monte Carlo Method for Integration of Multivariate Smooth Functions

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Strong tractability of integration using scrambled Niederreiter points

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Identifiers

zbMATH Open document ID

1504.11085

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DOI

10.1090/mcom/3769

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5103758

@@ Property / cites work @@
+Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
+Normal rank
@@ Property / cites work @@
+Proof techniques in quasi-Monte Carlo theory
@@ Property / cites work: Proof techniques in quasi-Monte Carlo theory / rank @@
+Normal rank
@@ Property / cites work @@
+Construction algorithms   for polynomial lattice rules   for  multivariate integration
+Normal rank
@@ Property / cites work @@
+High-dimensional integration: The quasi-Monte Carlo way
+Normal rank
@@ Property / cites work @@
+Lattice rules for nonperiodic smooth integrands
@@ Property / cites work: Lattice rules for nonperiodic smooth integrands / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Q3160669
@@ Property / cites work: Q3160669 / rank @@
+Normal rank
@@ Property / cites work @@
+Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
+Normal rank
@@ Property / cites work @@
+Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
+Normal rank
@@ Property / cites work @@
+Lattice rules in non-periodic subspaces of Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226443
@@ Property / cites work: Q4226443 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4549506
@@ Property / cites work: Q4549506 / rank @@
+Normal rank
@@ Property / cites work @@
+Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension
+Normal rank
@@ Property / cites work @@
+Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
+Normal rank
@@ Property / cites work @@
+Introduction to Quasi-Monte Carlo Integration and Applications
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Low-discrepancy point sets obtained by digital constructions over finite fields
+Normal rank
@@ Property / cites work @@
+Deterministic and stochastic error bounds in numerical analysis
+Normal rank
@@ Property / cites work @@
+Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Q5482377
@@ Property / cites work: Q5482377 / rank @@
+Normal rank
@@ Property / cites work @@
+Scrambled net variance for integrals of smooth functions
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Reproducing Kernel Hilbert Spaces
+Normal rank
@@ Property / cites work @@
+Polynomial Lattice Point Sets
@@ Property / cites work: Polynomial Lattice Point Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Irreducible polynomials with several prescribed coefficients
+Normal rank
@@ Property / cites work @@
+Approximate formulas for some functions of prime numbers
+Normal rank
@@ Property / cites work @@
+Q4889887
@@ Property / cites work: Q4889887 / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
+Normal rank
@@ Property / cites work @@
+On the step-by-step construction  of quasi--Monte Carlo integration rules  that achieve strong tractability error bounds   in weighted Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Component-by-component construction  of good lattice rules
+Normal rank
@@ Property / cites work @@
+When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Method for Integration of Multivariate Smooth Functions
+Normal rank
@@ Property / cites work @@
+Strong tractability of integration  using scrambled Niederreiter points
+Normal rank