Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space

DOI10.1016/j.cam.2009.06.002zbMath1175.65007OpenAlexW1991144846MaRDI QIDQ843126

Vasile Sinescu

Publication date: 29 September 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.06.002

zbMATH Keywords

component-by-component constructionrank-1 lattice rulesgeneralised weighted star discrepancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)

Related Items (1)

Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights

Cites Work

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• Randomly shifted lattice rules for unbounded integrands
• The existence of good extensible rank-1 lattices
• Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
• Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
• Good lattice rules in weighted Korobov spaces with general weights
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Good lattice rules based on the general weighted star discrepancy
• On Computing the Lattice Rule Criterion R
• On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
• On strong tractability of weighted multivariate integration
• Constructing Embedded Lattice Rules for Multivariate Integration

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