Discrepancy Theory and Quasi-Monte Carlo Integration (Q5264199)

scientific article; zbMATH DE number 6464067

Language	Label	Description	Also known as
English	Discrepancy Theory and Quasi-Monte Carlo Integration	scientific article; zbMATH DE number 6464067

Statements

instance of

scholarly article

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title

Discrepancy Theory and Quasi-Monte Carlo Integration (English)

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zbMATH Open document ID

1358.11086

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DOI

10.1007/978-3-319-04696-9_9

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author

Josef Dick

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Friedrich Pillichshammer

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published in

A Panorama of Discrepancy Theory

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publication date

24 July 2015

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Mathematics Subject Classification ID

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quasi-Monte Carlo integration

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weighted function spaces

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tractability

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digital nets

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-04696-9_9

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Covering numbers, dyadic chaining and discrepancy

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Theory of Reproducing Kernels

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Construction algorithms for higher order polynomial lattice rules

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Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

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Minoration de la discrépance d'une suite quelconque sur T

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On the small ball inequality in all dimensions

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A simple proof of Stolarsky’s invariance principle

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The discrepancy of the Korobov lattice points

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On irregularities of distribution

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Explicit constructions in the classical mean squares problem in irregularities of point distribution

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Orthogonality and Digit Shifts in the Classical Mean Squares Problem in Irregularities of Point Distribution

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Three- and four-dimensional 𝐾-optimal lattice rules of moderate trigonometric degree

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On the mean square weighted $\mathcal {L}_2$ discrepancy of randomized digital nets in prime base

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Note on irregularities of distribution

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Construction algorithms for polynomial lattice rules for multivariate integration

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On the convergence rate of the component-by-component construction of good lattice rules

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Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions

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Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order

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THE DECAY OF THE WALSH COEFFICIENTS OF SMOOTH FUNCTIONS

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Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands

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Quasi–Monte Carlo Numerical Integration on $\mathbb{R}^s$: Digital Nets and Worst-Case Error

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Equidistribution Properties of Generalized Nets and Sequences

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Duality theory and propagation rules for generalized digital nets

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On the exact $t$-value of Niederreiter and Sobol' sequences

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Optimal L2discrepancy bounds for higher order digital sequences over the finite field F2

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Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces

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On the mean square weighted L2discrepancy of randomized digital (t,m,s)-nets over Z2

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Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules

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Q3160669

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Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy

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Liberating the weights

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Good lattice rules in weighted Korobov spaces with general weights

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Constructions of general polynomial lattice rules based on the weighted star discrepancy

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On the existence of higher order polynomial lattices based on a generalized figure of merit

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Exponential convergence and tractability of multivariate integration for Korobov spaces

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Q3504230

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Bounds and constructions for the star-discrepancy via $\delta$-covers

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Component-by-component construction of low-discrepancy point sets of small size

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Discrépance de suites associées à un système de numération (en dimension s)

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Infinite-dimensional integration on weighted Hilbert spaces

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Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces

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Finding optimal volume subintervals with $ k$ points and calculating the star discrepancy are NP-hard problems

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Optimal quadrature for Haar wavelet spaces

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The inverse of the star-discrepancy depends linearly on the dimension

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General discrepancy estimates: the Walsh function system

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The existence of good extensible rank-1 lattices

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Covering numbers, Vapnik-Červonenkis classes and bounds for the star-discrepancy

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Tractability properties of the weighted star discrepancy

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Über die Diskrepanz mehrdimensionaler Folgen mod 1

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Zur angenäherten Berechnung mehrfacher Integrale

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Algorithm 823

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Q5482366

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On Computing the Lattice Rule Criterion R

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Q5723455

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Improved upper bounds on the star discrepancy of $(t,m,s)$-nets and $(t,s)$-sequences

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A lower bound on a quantity related to the quality of polynomial lattices

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Low discrepancy polynomial lattice point sets

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Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces

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Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces

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Sums of distances to the nearest integer and the discrepancy of digital nets

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Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series

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A best lower bound for good lattice points

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Nets obtained from rational functions over finite fields

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Bounds for the weighted $L^p$ discrepancy and tractability of integration

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On the asymptotic distribution of scrambled net quadrature.

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Notes on lattice rules

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On the $L_2$-discrepancy for anchored boxes

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Q4724719

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Rational functions with partial quotients of small degree in their continued fraction expansion

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Low-discrepancy and low-dispersion sequences

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Low-discrepancy point sets obtained by digital constructions over finite fields

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Q4003879

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Low-discrepancy sequences and global function fields with many rational places

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Deterministic and stochastic error bounds in numerical analysis

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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

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Monte Carlo Variance of Scrambled Net Quadrature

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Scrambled net variance for integrals of smooth functions

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Polynomial Lattice Point Sets

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On irregularities of distribution

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On irregularities of distribution, III

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On irregularities of distribution, IV

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Irregularities of distribution, VII

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On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules

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Harmonic analysis on totally disconnected groups and irregularities of point distributions

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Component-by-component construction of good lattice rules

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Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces

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On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces

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When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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Tractability of multivariate integration for weighted Korobov classes

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mardi Publication:5264199