A randomized lattice rule without component-by-component construction (Q6927795)

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A randomized lattice rule without component-by-component construction

scientific article; zbMATH DE number 8095725

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English	A randomized lattice rule without component-by-component construction	scientific article; zbMATH DE number 8095725

Statements

instance of

scholarly article

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title

A randomized lattice rule without component-by-component construction (English)

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author

Takashi Goda

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published in

Mathematics of Computation

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publication date

18 September 2025

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zbMATH Keywords

quasi-Monte Carlo

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rank-1 lattice rules

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randomized algorithms

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component-by-component construction

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weighted Korobov space

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MaRDI profile type

MaRDI publication profile

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cites work

Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

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

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Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm

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Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate

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Lattice Rules

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Lattice rules for nonperiodic smooth integrands

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Good lattice rules in weighted Korobov spaces with general weights

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A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions

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Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces

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Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

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Lattice rules in non-periodic subspaces of Sobolev spaces

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Q4549506

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Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension

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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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Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration

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Q4003879

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Deterministic and stochastic error bounds in numerical analysis

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Tractability of multivariate problems. Volume I: Linear information

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Tractability of multivariate problems. Volume II: Standard information for functionals.

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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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A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\)

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Q4889887

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Component-by-component construction of good lattice rules

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

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Identifiers

DOI

10.1090/MCOM/4051

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi A randomized lattice rule without component-by-component construction