Lattice rule algorithms for multivariate approximation in the average case setting

DOI10.1016/j.jco.2006.10.006zbMath1141.65012OpenAlexW1981512668MaRDI QIDQ2483212

Ian H. Sloan, Frances Y. Kuo, Henryk Woźniakowski

Publication date: 28 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.jco.2006.10.006

zbMATH Keywords

numerical resultsmultivariate approximationtractabilityaverage case errorlattice rule algorithms

Mathematics Subject Classification ID

Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Approximation by other special function classes (41A30)

Related Items (22)

On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ Trigonometric interpolation on lattice grids ⋮ Average sampling numbers of multivariate periodic function spaces with a Gaussian measure ⋮ Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions ⋮ Spline methods using integration lattices and digital nets ⋮ Lattice algorithms for multivariate \(L_{\infty}\) approximation in the worst-case setting ⋮ High-dimensional sparse FFT based on sampling along multiple rank-1 lattices ⋮ Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness ⋮ Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation ⋮ Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials ⋮ Ian Sloan and Lattice Rules ⋮ Multivariate \(L_{\infty}\) approximation in the worst case setting over reproducing kernel Hilbert spaces ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ On the power of standard information for multivariate approximation in the worst case setting ⋮ Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification ⋮ Multidimensional pseudo-spectral methods on lattice grids ⋮ Function integration, reconstruction and approximation using rank-$1$ lattices ⋮ Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ On the approximation of smooth functions using generalized digital nets

Cites Work

• Tractability of multivariate integration for weighted Korobov classes
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Tractability of approximation for weighted Korobov spaces on classical and quantum computers
• Integration and approximation in arbitrary dimensions
• Component-by-component construction of good lattice rules
• 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
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• On the power of standard information for weighted approximation
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