Quadrature Error Bounds with Applications to Lattice Rules

From MaRDI portal
Revision as of 21:42, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4714753

DOI10.1137/S0036142994261439zbMath0855.41024MaRDI QIDQ4714753

Fred J. Hickernell

Publication date: 7 November 1996

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)




Related Items

On the root mean square weighted \(L_{2}\) discrepancy of scrambled netsApproximation errors in truncated dimensional decompositionsComplexity and effective dimension of discrete Lévy areasMy dream quadrature ruleSequentially weighted uniform designsA Universal Median Quasi-Monte Carlo IntegrationAlternative sampling methods for estimating multivariate normal probabilitiesAdaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computingOn the variance of quadrature over scrambled nets and sequencesA simple technique for calculation of numerical integration errors for physically meaningful functionsA quasi-Monte Carlo Metropolis algorithmEffective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial DerivativesOptimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic ApproachesOn selection criteria for lattice rules and other quasi-Monte Carlo point setsExistence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weightsStatistical properties of generalized discrepanciesA comparison of random and quasirandom points for nonparametric response surface designControl variates for quasi-Monte Carlo (with comments and rejoinder)Fast automatic Bayesian cubature using lattice samplingComments on ‘High-dimensional model representation for structural reliability analysis’ by R. Chowdhury, B. N. Rao and A. M. Prasad, Communications in Numerical Methods in Engineering 2009; 25:301-337Comment on ``Probabilistic integration: a role in statistical computation?The asymptotic efficiency of randomized nets for quadratureIntegration in Hermite spaces of analytic functions


Uses Software