| Publication | Date of Publication | Type |
|---|
One-dimensional quasi-uniform Kronecker sequences
Archiv der Mathematik | 2024-11-06 | Paper |
How sharp are error bounds? -- Lower bounds on quadrature worst-case errors for analytic functions --
SIAM Journal on Numerical Analysis | 2024-11-05 | Paper |
The Sobol' sequence is not quasi-uniform in dimension 2
Proceedings of the American Mathematical Society | 2024-07-03 | Paper |
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces
Mathematics of Computation | 2024-04-16 | Paper |
A Universal Median Quasi-Monte Carlo Integration
SIAM Journal on Numerical Analysis | 2024-03-05 | Paper |
Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series
Proceedings of the American Mathematical Society | 2023-06-27 | Paper |
Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
SIAM Journal on Numerical Analysis | 2023-06-14 | Paper |
| Estimating nested expectations without inner conditional sampling and application to value of information analysis | 2023-06-07 | Paper |
| Strong tractability for multivariate integration in a subspace of the Wiener algebra | 2023-06-02 | Paper |
Sudakov effects and the dipole amplitude
Nuclear Physics B | 2023-04-25 | Paper |
Improved bounds on the gain coefficients for digital nets in prime power base
Journal of Complexity | 2023-03-24 | Paper |
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization
Mathematics and Computers in Simulation | 2022-11-17 | Paper |
An efficient estimation of nested expectations without conditional sampling
Journal of Computational and Applied Mathematics | 2022-11-09 | Paper |
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
Mathematics of Computation | 2022-09-08 | Paper |
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
SIAM Journal on Scientific Computing | 2022-09-02 | Paper |
Improved bounds on the gain coefficients for digital nets in prime power base
(available as arXiv preprint) | 2022-07-11 | Paper |
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
Journal of Complexity | 2022-06-17 | Paper |
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization
(available as arXiv preprint) | 2022-06-04 | Paper |
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs
SIAM Journal on Scientific Computing | 2022-02-09 | Paper |
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
(available as arXiv preprint) | 2022-01-23 | Paper |
An efficient estimation of nested expectations without conditional sampling
(available as arXiv preprint) | 2021-11-24 | Paper |
Toeplitz Monte Carlo
Statistics and Computing | 2021-06-03 | Paper |
Richardson extrapolation allows truncation of higher-order digital nets and sequences
IMA Journal of Numerical Analysis | 2021-03-31 | Paper |
On the separability of multivariate functions
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
Multilevel Monte Carlo estimation of the expected value of sample information
SIAM/ASA Journal on Uncertainty Quantification | 2020-12-08 | Paper |
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
Journal of Computational and Applied Mathematics | 2020-08-28 | Paper |
Recent advances in higher order quasi-Monte Carlo methods
Discrepancy Theory | 2020-07-27 | Paper |
Multilevel Monte Carlo estimation of expected information gains
Stochastic Analysis and Applications | 2020-07-21 | Paper |
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
Statistics and Computing | 2019-10-18 | Paper |
The \(b\)-adic symmetrization of digital nets for quasi-Monte Carlo integration
Uniform distribution theory | 2019-08-28 | Paper |
The \(b\)-adic symmetrization of digital nets for quasi-Monte Carlo integration
Uniform distribution theory | 2019-08-28 | Paper |
Computing the variance of a conditional expectation via non-nested Monte Carlo
Operations Research Letters | 2019-02-21 | Paper |
Lattice rules in non-periodic subspaces of Sobolev spaces
Numerische Mathematik | 2019-02-08 | Paper |
Richardson extrapolation of polynomial lattice rules
SIAM Journal on Numerical Analysis | 2019-01-14 | Paper |
Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods
Computational Geosciences | 2018-10-05 | Paper |
Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness
IMA Journal of Numerical Analysis | 2018-09-26 | Paper |
Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
Foundations of Computational Mathematics | 2018-05-18 | Paper |
Construction of interlaced polynomial lattice rules for infinitely differentiable functions
Numerische Mathematik | 2017-10-10 | Paper |
Quasi-Monte Carlo integration for twice differentiable functions over a triangle
Journal of Mathematical Analysis and Applications | 2017-06-09 | Paper |
The mean square quasi-Monte Carlo error for digitally shifted digital nets
Springer Proceedings in Mathematics & Statistics | 2017-01-20 | Paper |
An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
SIAM Journal on Numerical Analysis | 2016-09-02 | Paper |
Quasi-Monte Carlo integration using digital nets with antithetics
Journal of Computational and Applied Mathematics | 2016-04-22 | Paper |
Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration
Journal of Complexity | 2016-02-19 | Paper |
Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
Foundations of Computational Mathematics | 2015-10-28 | Paper |
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
Numerical Algorithms | 2015-06-23 | Paper |
Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
The \(b\)-adic tent transformation for quasi-Monte Carlo integration using digital nets
Journal of Approximation Theory | 2015-05-13 | Paper |
Constructing good higher order polynomial lattice rules with modulus of reduced degree
Journal of Complexity | 2015-02-06 | Paper |
On the \(L_p\) discrepancy of two-dimensional folded Hammersley point sets
Archiv der Mathematik | 2014-12-03 | Paper |
Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
BIT | 2014-08-15 | Paper |
On the separability of multivariate functions
(available as arXiv preprint) | 2013-01-24 | Paper |
Gravity currents of carbon dioxide with residual gas trapping in a two-layered porous medium
Journal of Fluid Mechanics | 2011-11-10 | Paper |
The Sobol' sequence is not quasi-uniform in dimension 2
(available as arXiv preprint) | N/A | Paper |
How sharp are error bounds? --lower bounds on quadrature worst-case errors for analytic functions
(available as arXiv preprint) | N/A | Paper |
A randomized lattice rule without component-by-component construction
(available as arXiv preprint) | N/A | Paper |
One-dimensional quasi-uniform Kronecker sequences
(available as arXiv preprint) | N/A | Paper |
