Liberating the weights
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Cites work
- A generalized discrepancy and quadrature error bound
- Component-by-component construction of good lattice rules with a composite number of points
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Computing a family of reproducing kernels for statistical applications
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- scientific article; zbMATH DE number 1390101 (Why is no real title available?)
- Intractability results for integration and discrepancy
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- On the tractability of the Brownian bridge algorithm
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Some applications of multidimensional integration by parts
- The effective dimension and quasi-Monte Carlo integration
- The jackknife estimate of variance
- Tractability of integration in non-periodic and periodic weighted tensor product Hilbert spaces
- Tractability of multivariate integration for periodic functions
- Tractability of multivariate integration for weighted Korobov classes
- Weighted tensor product algorithms for linear multivariate problems
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(46)- Lifting weighted blow-ups
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Quasi-Monte Carlo methods can be efficient for integration over products of spheres
- Finite-order weights imply tractability of multivariate integration
- Level set methods for stochastic discontinuity detection in nonlinear problems
- An algorithm to compute the \(t\)-value of a digital net and of its projections
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Periodization strategy may fail in high dimensions
- Low discrepancy sequences in high dimensions: how well are their projections distributed?
- Tractability properties of the weighted star discrepancy
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
- Good lattice rules in weighted Korobov spaces with general weights
- Dyadic diaphony of digital nets over \(\mathbb Z_2\)
- Diaphony, discrepancy, spectral test and worst-case error
- Infinite-dimensional integration on weighted Hilbert spaces
- QMC Galerkin discretization of parametric operator equations
- On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
- Some results on the complexity of numerical integration
- Anchor points matter in ANOVA decomposition
- The construction of good extensible rank-1 lattices
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
- The weighted star discrepancy of Korobov’s p-sets
- On decompositions of multivariate functions
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- scientific article; zbMATH DE number 1790428 (Why is no real title available?)
- Tractability using periodized generalized Faure sequences
- Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
- Discrepancy theory and quasi-Monte Carlo integration
- Calculation of discrepancy measures and applications
- Construction algorithms for polynomial lattice rules for multivariate integration
- On figures of merit for randomly-shifted lattice rules
- A Taylor space for multivariate integration
- On quasi-Monte Carlo methods in weighted ANOVA spaces
- Constructive approximation of high-dimensional functions with small efficient dimension with applications in uncertainty quantification
- Improved Sampling Inequalities for Sparse Grids and High-Dimensional Functions with Effective Low Dimension
- Construction algorithms for good extensible lattice rules
- Randomly shifted lattice rules for unbounded integrands
- Exact cubature for a class of functions of maximum effective dimension
- The construction of good extensible Korobov rules
- Complexity and effective dimension of discrete Lévy areas
- Quasi-Monte Carlo methods with applications in finance
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