A construction of polynomial lattice rules with small gain coefficients
From MaRDI portal
Publication:644778
DOI10.1007/s00211-011-0385-0zbMath1298.65010arXiv1003.4785MaRDI QIDQ644778
Publication date: 7 November 2011
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4785
variance; quasi-Monte Carlo methods; lower and upper bounds; component-by-component algorithm; polynomial lattice rules; scrambling; digital \((t,m,s)\)-nets; Korobov polynomial lattice rules; worst-case variance
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
65D30: Numerical integration
11K36: Well-distributed sequences and other variations
11K45: Pseudo-random numbers; Monte Carlo methods
11K31: Special sequences
Related Items
Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, Construction of interlaced scrambled polynomial lattice rules of arbitrary high order, Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
Uses Software
Cites Work
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
- Point sets and sequences with small discrepancy
- Deterministic and stochastic error bounds in numerical analysis
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- On the \(L_2\)-discrepancy for anchored boxes
- The price of pessimism for multidimensional quadrature
- Scrambled net variance for integrals of smooth functions
- The discrepancy and gain coefficients of scrambled digital nets.
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- On the variance of quadrature over scrambled nets and sequences
- Component-by-component construction of good lattice rules
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Low-discrepancy point sets obtained by digital constructions over finite fields
- On the Numerical Integration of Walsh Series by Number-Theoretic Methods
- Monte Carlo Variance of Scrambled Net Quadrature
- Optimal quadrature for Haar wavelet spaces
- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
- The Mean Square Discrepancy of Scrambled (t,s)-Sequences
- Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
- Strong tractability of integration using scrambled Niederreiter points
- Construction algorithms for polynomial lattice rules for multivariate integration
- Remark on algorithm 659
- Algorithm 823
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item