Component-by-component construction of good lattice rules
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- Component-by-component construction of good lattice rules with a composite number of points
- scientific article; zbMATH DE number 67131
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- On a projection-corrected component-by-component construction
- On the convergence rate of the component-by-component construction of good lattice rules
Cites work
- A lower estimate for the error of quadrature formulae for certain classes of functions
- A search program for finding optimal integration lattices
- Component-by-component construction of good lattice rules
- Error Bounds for the Method of Good Lattice Points
- scientific article; zbMATH DE number 1148207 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- scientific article; zbMATH DE number 3416889 (Why is no real title available?)
- scientific article; zbMATH DE number 3187192 (Why is no real title available?)
- Quasi-Monte Carlo methods and pseudo-random numbers
Cited in
(76)- On some multidimensional quadrature formulas with number-theoretic nets
- The existence of good extensible rank-1 lattices
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Successive coordinate search and component-by-component construction of rank-1 lattice rules
- Quasi-Monte Carlo methods can be efficient for integration over products of spheres
- Component-by-component construction of good lattice rules with a composite number of points
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- On the distribution of integration error by randomly-shifted lattice rules
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- Hiding the weights -- CBC black box algorithms with a guaranteed error bound
- A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices
- Constructing spatial discretizations for sparse multivariate trigonometric polynomials that allow for a fast discrete Fourier transform
- Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
- Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness
- Lattice rules for nonperiodic smooth integrands
- Periodization strategy may fail in high dimensions
- Lattice rule algorithms for multivariate approximation in the average case setting
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction
- Dependence properties of scrambled Halton sequences
- A note on the CBC-DBD construction of lattice rules with general positive weights
- Component-by-component construction of good lattice rules
- Good low degree rank-1 lattice rules of high dimension
- Trigonometric interpolation on lattice grids
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Very low truncation dimension for high dimensional integration under modest error demand
- Some results on the complexity of numerical integration
- Computational higher order quasi-Monte Carlo integration
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- On combined component-by-component constructions of lattice point sets
- The construction of extensible polynomial lattice rules with small weighted star discrepancy
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Lattice Rules by Component Scaling
- Ian Sloan and Lattice Rules
- The analysis of vertex modified lattice rules in a non-periodic Sobolev space
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
- Discrepancy theory and quasi-Monte Carlo integration
- Calculation of discrepancy measures and applications
- On figures of merit for randomly-shifted lattice rules
- Construction algorithms for higher order polynomial lattice rules
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- A construction of higher-rank lattice rules
- A Tool for Custom Construction of QMC and RQMC Point Sets
- A construction of polynomial lattice rules with small gain coefficients
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension
- A simple universal algorithm for high-dimensional integration
- A randomized lattice rule without component-by-component construction
- Monte Carlo tree search for generating vectors of lattice rules
- Optimization of the standard lattice sequence for multidimensional integrals regarding large-scale finance problems
- Multivariate integration and approximation in weighted Sobolev spaces of low fractional smoothness
- A median QMC method for unbounded integrands over \(\mathbb{R}^s\) in weighted unanchored Sobolev spaces
- High-dimensional quasi-Monte Carlo via combinatorial discrepancy
- Multidimensional pseudo-spectral methods on lattice grids
- The construction of good extensible Korobov rules
- On the convergence rate of the component-by-component construction of good lattice rules
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- Quasi-Monte Carlo tractability of high dimensional integration over products of simplices
- On a projection-corrected component-by-component construction
- Numerical integration in log-Korobov and log-cosine spaces
- Intermediate rank lattice rules and applications to finance
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