The existence of good extensible rank-1 lattices

DOI10.1016/S0885-064X(02)00026-2zbMath1029.65004MaRDI QIDQ1401994

Harald Niederreiter, Fred J. Hickernell

Publication date: 19 August 2003

Published in: Journal of Complexity (Search for Journal in Brave)

zbMATH Keywords

discrepancyquasi-Monte Carlo integrationlattice rulesfigures of meritexptensible lattices

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (32)

A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations ⋮ Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space ⋮ Construction algorithms for good extensible lattice rules ⋮ Construction Schemes for Weighted Lattice Rules ⋮ Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces ⋮ Accelerating the Convergence of Lattice Methods by Importance Sampling-Based Transformations ⋮ Adaptive Multidimensional Integration Based on Rank-1 Lattices ⋮ My dream quadrature rule ⋮ Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm ⋮ On a reduced component-by-component digit-by-digit construction of lattice point sets ⋮ A Universal Median Quasi-Monte Carlo Integration ⋮ Lattice rules for nonperiodic smooth integrands ⋮ Extensible hyperplane nets ⋮ Ian Sloan and Lattice Rules ⋮ Tractability properties of the weighted star discrepancy of the Halton sequence ⋮ Weighted compound integration rules with higher order convergence for all \(N\) ⋮ Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness ⋮ Searching for extensible Korobov rules ⋮ A note on the existence of sequences with small star discrepancy ⋮ Constructions of general polynomial lattice rules based on the weighted star discrepancy ⋮ Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) ⋮ Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights ⋮ The construction of extensible polynomial lattice rules with small weighted star discrepancy ⋮ The construction of good extensible rank-1 lattices ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces ⋮ Fast automatic Bayesian cubature using lattice sampling ⋮ On the approximation of smooth functions using generalized digital nets ⋮ Good lattice rules based on the general weighted star discrepancy ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Proof techniques in quasi-Monte Carlo theory ⋮ Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A best lower bound for good lattice points
• Existence of good lattice points in the sense of Hlawka
• Tractability of multivariate integration for weighted Korobov classes
• Improved error bounds for lattice rules
• Component-by-component construction of good lattice rules
• The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
• Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
• A lower estimate for the error of quadrature formulae for certain classes of functions

This page was built for publication: The existence of good extensible rank-1 lattices