Discrepancy, integration and tractability

DOI10.1007/978-3-642-41095-6_6MaRDI QIDQ2926214zbMATH OpenOpenAlexFDO

Authors Aicke Hinrichs

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_6

zbMATH Keywords

discrepancynumerical integrationtractability

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05)

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Cited in

(28)

• Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension
• Paradox of integration -- a computational model
• BMO and exponential Orlicz space estimates of the discrepancy function in arbitrary dimension
• Tusnády's problem, the transference principle, and non-uniform QMC sampling
• Discrepancy theory and its applications
• Tractability properties of the discrepancy in Orlicz norms
• Connections between numerical integration, discrepancy, dispersion, and universal discretization
• Proof techniques in quasi-Monte Carlo theory
• Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension
• Low discrepancy sequences in high dimensions: how well are their projections distributed?
• When are integration and discrepancy tractable?
• Discrepancy-based additive bounding procedures
• Some results on the complexity of numerical integration
• Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
• \(L_2\) discrepancy and multivariate integration
• scientific article; zbMATH DE number 1390114 (Why is no real title available?)
• A sharp discrepancy bound for jittered sampling
• Discrepancy theory and quasi-Monte Carlo integration
• Calculation of discrepancy measures and applications
• Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration
• Probabilistic discrepancy bound for Monte Carlo point sets
• Statistical properties of generalized discrepancies
• Solving some discrepancy problems in NC
• Bounds for the weighted L^p discrepancy and tractability of integration
• Heuristic approaches to obtain low-discrepancy point sets via subset selection
• The L₁-Discrepancy with Nonnegative Weights Suffers from the Curse of Dimensionality
• Upper bounds for generalized L_p-discrepancy of random points
• Bases in function spaces, sampling, discrepancy, numerical integration

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