A simple universal algorithm for high-dimensional integration
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Cites work
- A Monte Carlo method for integration of multivariate smooth functions
- A randomized lattice rule without component-by-component construction
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- A universal algorithm for multivariate integration
- A Universal Median Quasi-Monte Carlo Integration
- Change of variable in spaces of mixed smoothness and numerical integration of multivariate functions on the unit cube
- Component-by-component construction of good lattice rules
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Consistency of randomized integration methods
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Cubature formulas, discrepancy, and nonlinear approximation
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Good lattice rules in weighted Korobov spaces with general weights
- scientific article; zbMATH DE number 3558807 (Why is no real title available?)
- Lattice Rules
- Lattice rules for nonperiodic smooth integrands
- Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension
- Optimal confidence for Monte Carlo integration of smooth functions
- Periodization strategy may fail in high dimensions
- Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration
- Solvable integration problems and optimal sample size selection
- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
- Super-polynomial accuracy of one dimensional randomized nets using the median of means
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets
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