Construction algorithms for polynomial lattice rules for multivariate integration
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- Constructions of general polynomial lattices for multivariate integration
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- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
Cites work
- A class of generalized Walsh functions
- Calculation of the quality parameter of digital nets and application to their construction
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
- Discrépance de suites associées à un système de numération (en dimension s)
- Efficient Weighted Lattice Rules with Applications to Finance
- Good lattice rules in weighted Korobov spaces with general weights
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- Liberating the weights
- Low-discrepancy point sets obtained by digital constructions over finite fields
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- On Korobov Lattice Rules in Weighted Spaces
- On the convergence rate of the component-by-component construction of good lattice rules
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
- Point sets and sequences with small discrepancy
- Randomization of Number Theoretic Methods for Multiple Integration
- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
- The existence of good extensible polynomial lattice rules
- Theory of Reproducing Kernels
- Tractability of multivariate integration for weighted Korobov classes
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(53)- Tractability of \(\mathbb{L}_2\)-approximation in hybrid function spaces
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Digital net properties of a polynomial analogue of Frolov's construction
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Generation and application of multivariate polynomial quadrature rules
- Weighted integration over a hyperrectangle based on digital nets and sequences
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- 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
- Generalized Walsh bases and applications
- On generalized Walsh bases
- Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
- Construction of interlaced polynomial lattice rules for infinitely differentiable functions
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Quasi-Monte Carlo quadratures for multivariate smooth functions
- Constructions of (t,m,s)-nets and (t,s)-sequences
- Dyadic diaphony of digital nets over \(\mathbb Z_2\)
- Diaphony, discrepancy, spectral test and worst-case error
- Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction
- On the component by component construction of polynomial lattice point sets for numerical integration in weighted Sobolev spaces
- Tractability of multivariate integration in hybrid function spaces
- 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
- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
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- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Ian Sloan and Lattice Rules
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Discrepancy theory and quasi-Monte Carlo integration
- Construction algorithms for higher order polynomial lattice rules
- Cyclic Digital Nets, Hyperplane Nets, and Multivariate Integration in Sobolev Spaces
- Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy
- Constructions of general polynomial lattices for multivariate integration
- Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
- A Tool for Custom Construction of QMC and RQMC Point Sets
- Extensible hyperplane nets
- A lower bound on a quantity related to the quality of polynomial lattices
- 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
- Quasi-Monte Carlo integration over \(\mathbb{R}^s\) based on digital nets
- The star discrepancy of a union of randomly digitally shifted Korobov polynomial lattice point sets depends polynomially on the dimension
- Construction algorithms for good extensible lattice rules
- Spline methods using integration lattices and digital nets
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- On a projection-corrected component-by-component construction
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