Component-by-component construction of good lattice rules
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The purpose of this paper is to present certain results concerning the construction of good lattice rules for the integration of Korobov classes of periodic functions over the unit \(s\)-dimensional cube.NEWLINENEWLINENEWLINEThe results show that good lattice rules can be constructed one component at a time -- that is, the lattice rule for dimension \(s+1\) is obtained from the rule for dimension \(s\) by searching over all possible choices of the \((s+1)\)th component, while keeping all the existing components unchanged.NEWLINENEWLINENEWLINEThe construction is illustrated by numerical examples.
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- scientific article; zbMATH DE number 1148207 (Why is no real title available?)
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Cited in
(77)- 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
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- 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
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- 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
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- Constructing spatial discretizations for sparse multivariate trigonometric polynomials that allow for a fast discrete Fourier transform
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- Lattice rules for nonperiodic smooth integrands
- Periodization strategy may fail in high dimensions
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- Control variates for quasi-Monte Carlo (with comments and rejoinder)
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- 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
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- Discrepancy theory and quasi-Monte Carlo integration
- Calculation of discrepancy measures and applications
- On figures of merit for randomly-shifted lattice rules
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- 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
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- 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
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- A median QMC method for unbounded integrands over \(\mathbb{R}^s\) in weighted unanchored Sobolev spaces
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- 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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