Efficient algorithms for computing the L₂-discrepancy

DOI10.1090/S0025-5718-96-00756-9MaRDI QIDQ4718412zbMATH OpenOpenAlexFDO

Authors Stefan Heinrich

Publication date 3 December 1996

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0025-5718-96-00756-9

zbMATH Keywords

\(L_ 2\)-discrepancyefficient algorithmsmultivariate quadrature rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Complexity and performance of numerical algorithms (65Y20)

Recommendations

• Computing discrepancies of Smolyak quadrature rules
• \(L_2\) discrepancy and multivariate integration
• On the \(L_2\)-discrepancy for anchored boxes

Cites work

• Average case complexity of multivariate integration
• Average case complexity of multivariate integration for smooth functions
• scientific article; zbMATH DE number 410386 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3511563 (Why is no real title available?)
• Note on irregularities of distribution
• On irregularities of distribution
• On irregularities of distribution, IV
• Quasi-Monte Carlo methods and pseudo-random numbers

Cited in

(21)

• Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems
• Monte Carlo complexity of global solution of integral equations
• The exponent of discrepancy is at least 1. 0669
• On the \(L_2\)-discrepancy for anchored boxes
• Multivalued groups, their representations and Hopf algebras
• Discrepancy of stratified samples from partitions of the unit cube
• A computational investigation of the optimal Halton sequence in QMC applications
• Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
• Computing discrepancies of Smolyak quadrature rules
• Low discrepancy sequences in high dimensions: how well are their projections distributed?
• Asymptotic properties of the spectral test, diaphony, and related quantities
• Measures of uniformity in experimental designs: a selective overview
• Efficient algorithms for three variants of the LPF table
• A generalized discrepancy and quadrature error bound
• Calculation of discrepancy measures and applications
• Entropy, Randomization, Derandomization, and Discrepancy
• Limited discrepancy search revisited
• On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling
• Fibonacci sets and symmetrization in discrepancy theory
• Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
• An explicit formula for the \(L_2\)-discrepancy of \((n\alpha)\)-sequences

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