Accelerating the convergence of lattice methods by importance sampling-based transformations

DOI10.1007/978-3-642-27440-4_32MaRDI QIDQ5326131zbMATH OpenOpenAlexFDO

Authors Earl H. Maize, John Sepikas, Jerome Spanier

Publication date 31 July 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27440-4_32

zbMATH Keywords

convergenceimportance samplingintegral equationsnumerical examplesquadrature formulas

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cites work

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• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
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• Multidimensional quadrature algorithms at higher degree and/or dimension
• Point sets and sequences with small discrepancy
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• The existence of good extensible rank-1 lattices
• Weighted Uniform Sampling — a Monte Carlo Technique for Reducing Variance

Cited in

(4)

• Fast automatic Bayesian cubature using lattice sampling
• Quasi-Monte Carlo image synthesis in a nutshell
• Adaptive Quasi-Monte Carlo Methods for Cubature
• Quasi-Monte Carlo algorithms (not only) for graphics software

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