Derandomised lattice rules for high dimensional integration

DOI10.21914/ANZIAMJ.V60I0.14110MaRDI QIDQ6949893zbMATH OpenFDO

Authors Yoshihito Kazashi, F. Y. Kuo, Ian H. Sloan

Publication date 31 July 2025

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21914/ANZIAMJ.V60I0.14110

zbMATH Keywords

quasi-Monte Carlo methodslattice rules

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 914714 (Why is no real title available?)
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• High-dimensional integration: The quasi-Monte Carlo way
• Lattice rules for nonperiodic smooth integrands
• Lattice rules in non-periodic subspaces of Sobolev spaces
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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