| Publication | Date of Publication | Type |
|---|
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods
(available as arXiv preprint) | N/A | Paper |
A higher order lattice-based method for high-dimensional numerical integration using periodization
(available as arXiv preprint) | 2026-10-01 | Paper |
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods
SIAM Journal on Numerical Analysis | 2025-06-05 | Paper |
| Theory and construction of quasi-Monte Carlo rules for Asian option pricing and density estimation | 2025-03-17 | Paper |
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues
SIAM Journal on Matrix Analysis and Applications | 2025-03-12 | Paper |
Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients
(available as arXiv preprint) | 2025-01-01 | Paper |
Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate
(available as arXiv preprint) | 2025-01-01 | Paper |
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis
IMA Journal of Numerical Analysis | 2024-10-30 | Paper |
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results
IMA Journal of Numerical Analysis | 2024-10-30 | Paper |
Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
Journal of Scientific Computing | 2024-05-10 | Paper |
| A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues | 2023-12-05 | Paper |
Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities
SIAM Journal on Numerical Analysis | 2023-03-31 | Paper |
| Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation | 2022-12-22 | Paper |
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\)
Mathematics of Computation | 2022-06-15 | Paper |
| Preintegration is not smoothing when monotonicity fails | 2021-12-21 | Paper |
Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities
(available as arXiv preprint) | 2021-12-19 | Paper |
| Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results | 2021-03-04 | Paper |
Hiding the weights -- CBC black box algorithms with a guaranteed error bound
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
Preintegration is not smoothing when monotonicity fails
(available as arXiv preprint) | 2021-01-01 | Paper |
| Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis | 2020-10-02 | Paper |
Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients
2018 MATRIX Annals | 2020-08-27 | Paper |
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
Numerische Mathematik | 2019-07-04 | Paper |
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
SIAM Journal on Scientific Computing | 2018-10-08 | Paper |
Small superposition dimension and active set construction for multivariate integration under modest error demand
Journal of Complexity | 2017-09-07 | Paper |
