A generalized discrepancy and quadrature error bound
From MaRDI portal
Publication:4372697
DOI10.1090/S0025-5718-98-00894-1zbMath0889.41025OpenAlexW2040396531MaRDI QIDQ4372697
Publication date: 16 December 1997
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-98-00894-1
variationmultidimensional integrationfigure of meritnumber-theoretic nets and sequencesquasi-random sets
Related Items (only showing first 100 items - show all)
A catalog of optimal foldover plans for constructing U-uniform minimum aberration four-level combined designs ⋮ A closer look at de-aliasing effects using an efficient foldover technique ⋮ A study in quantitative equidistribution on the unit square ⋮ Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments ⋮ Strong tractability of multivariate integration using quasi–Monte Carlo algorithms ⋮ A new class of multivariate goodness of fit tests for multivariate normal mixtures ⋮ Space-filling experimental designs for constrained design spaces ⋮ On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤} ⋮ Lower bound of average centeredL2-discrepancy forU-type designs ⋮ Lower Bounds for the Uniformity Pattern of Asymmetric Fractional Factorials ⋮ Entropy, Randomization, Derandomization, and Discrepancy ⋮ On Figures of Merit for Randomly-Shifted Lattice Rules ⋮ Computational aspects of Cui-Freeden statistics for equidistribution on the sphere ⋮ Constructing optimal router bit life sequential experimental designs: New results with a case study ⋮ Maximum likelihood estimation of Gaussian copula models for geostatistical count data ⋮ Two‐dimensional projection uniformity for space‐filling designs ⋮ Projection uniformity of nearly balanced designs ⋮ A novel technique for constructing nonregular nine-level designs: adjusted multiple tripling technique ⋮ Deterministic construction methods for uniform designs ⋮ Uniform Projection Designs and Strong Orthogonal Arrays ⋮ The fast reduced QMC matrix-vector product ⋮ Construction of optimal mixed-level uniform designs ⋮ Quasi-Monte Carlo Software ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ Sequentially weighted uniform designs ⋮ On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling ⋮ On a reduced component-by-component digit-by-digit construction of lattice point sets ⋮ New non-isomorphic detection methods for orthogonal designs ⋮ Isovolumetric adaptations to space-filling design of experiments ⋮ Sequential experiment design method based on uniformity and distortion of responses ⋮ A Universal Median Quasi-Monte Carlo Integration ⋮ Bayesian Quadrature, Energy Minimization, and Space-Filling Design ⋮ Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness ⋮ Adaptive Quasi-Monte Carlo Methods for Cubature ⋮ The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space ⋮ Asymmetric uniform designs based on mixture discrepancy ⋮ A study of uniformity pattern for extended designs ⋮ On the existence of low‐diaphony sequences made of digital sequences and lattice point sets ⋮ High dimensional simulation ⋮ On the isomorphism of fractional factorial designs ⋮ Statistical properties of generalized discrepancies ⋮ Intractability results for integration and discrepancy ⋮ Lower Bounds on the SymmetricL2-Discrepancy and Their Application ⋮ A comparison of random and quasirandom points for nonparametric response surface design ⋮ Constructing optimal projection designs ⋮ Space-Filling Fractional Factorial Designs ⋮ Some new lower bounds to various discrepancies on combined designs ⋮ A Taylor space for multivariate integration ⋮ Uniformity criterion for designs with both qualitative and quantitative factors ⋮ On quasi-Monte Carlo methods in weighted ANOVA spaces ⋮ Unnamed Item ⋮ Calculation of Discrepancy Measures and Applications ⋮ Weighted symmetrized centered discrepancy for uniform design ⋮ Search for minimum aberration designs with uniformity ⋮ On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling ⋮ Construction of column-orthogonal strong orthogonal arrays ⋮ Building some bridges among various experimental designs ⋮ A new strategy for tripling ⋮ PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE ⋮ QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ Construction of uniform mixed-level designs through level permutations ⋮ Detecting non-isomorphic orthogonal design ⋮ Improving the space-filling behavior of multiple triple designs ⋮ ANOVA Decomposition of Convex Piecewise Linear Functions ⋮ Cross-entropy loss for recommending efficient fold-over technique ⋮ Construction of uniform designs via an adjusted threshold accepting algorithm ⋮ Construction of uniform projection designs via level permutation and expansion ⋮ On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion ⋮ Optimum addition of information to computer experiments in view of uniformity and orthogonality ⋮ Reliable Adaptive Cubature Using Digital Sequences ⋮ Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm ⋮ Links between discrepancy and nonparametric estimation, methodology for selecting points based on available data ⋮ Mixture discrepancy for quasi-random point sets ⋮ Lattice rules for nonperiodic smooth integrands ⋮ An adjusted gray map technique for constructing large four-level uniform designs ⋮ New lower bound for Lee discrepancy of asymmetrical factorials ⋮ Construction of sliced (nearly) orthogonal Latin hypercube designs ⋮ Uniform design over general input domains with applications to target region estimation in computer experiments ⋮ Optimized \(U\)-type designs on flexible regions ⋮ An appealing technique for designing optimal large experiments with three-level factors ⋮ Construction of Sudoku designs and Sudoku-based uniform designs ⋮ Assessing the Statistical Quality of RNGs ⋮ Locating Infinite Discontinuities in Computer Experiments ⋮ A note on the connection between uniformity and generalized minimum aberration ⋮ Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches ⋮ Uniformity of saturated orthogonal arrays ⋮ On the geometric equivalence and non-equivalence of symmetric factorial designs ⋮ Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming ⋮ Uniform Design for Experiments with Mixtures ⋮ Variance-based adaptive sequential sampling for polynomial chaos expansion ⋮ Lower bounds of various criteria in experimental designs ⋮ A survey and evaluation of methods for determination of combinatorial equivalence of factorial designs ⋮ Level permutation method for constructing uniform designs under the wrap-around \(L_2\)-discrepancy ⋮ Construction of uniform designs without replications ⋮ Low discrepancy sequences in high dimensions: how well are their projections distributed? ⋮ Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs ⋮ Asymptotic properties of the spectral test, diaphony, and related quantities ⋮ An efficient method for constructing uniform designs with large size ⋮ An efficient algorithm for constructing optimal design of computer experiments
Cites Work
- Average case complexity of multivariate integration
- Quasi-Random Sequences and Their Discrepancies
- Efficient algorithms for computing the $L_2$-discrepancy
- Some applications of multidimensional integration by parts
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A generalized discrepancy and quadrature error bound