Publication | Date of Publication | Type |
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Uncertainty quantification for random domains using periodic random variables | 2024-02-09 | Paper |
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration | 2023-11-30 | Paper |
Comparison of Two Search Criteria for Lattice-based Kernel Approximation | 2023-04-04 | Paper |
Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities | 2023-03-31 | Paper |
Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions | 2023-03-30 | Paper |
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation | 2022-12-22 | Paper |
Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points | 2022-09-02 | Paper |
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} | 2022-06-15 | Paper |
Lattice meets lattice: application of lattice cubature to models in lattice gauge theory | 2022-04-28 | Paper |
Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification | 2022-01-19 | Paper |
Preintegration is not smoothing when monotonicity fails | 2021-12-21 | Paper |
Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities | 2021-12-19 | Paper |
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters | 2021-07-09 | Paper |
Function integration, reconstruction and approximation using rank-$1$ lattices | 2021-06-07 | Paper |
A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty | 2021-04-13 | Paper |
Hiding the weights -- CBC black box algorithms with a guaranteed error bound | 2021-03-01 | Paper |
Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media | 2021-02-08 | Paper |
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights | 2021-01-20 | Paper |
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory | 2020-11-10 | Paper |
Correction to: ``Lattice algorithms for multivariate \(L_\infty\) approximation in the worst-case setting | 2020-08-03 | Paper |
Uncertainty Quantification Using Periodic Random Variables | 2020-04-01 | Paper |
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients | 2019-07-04 | Paper |
Correction to: ``Fast random field generation with \(H\)-matrices | 2019-06-25 | Paper |
Uncertainty quantification using periodic random variables | 2019-05-19 | Paper |
Derandomised lattice rules for high dimensional integration | 2019-03-12 | Paper |
Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension | 2019-03-06 | Paper |
Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial | 2019-02-18 | Paper |
Hot new directions for quasi-Monte Carlo research in step with applications | 2019-02-18 | Paper |
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients | 2019-02-18 | Paper |
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients | 2018-10-31 | Paper |
Fast random field generation with \(H\)-matrices | 2018-10-31 | Paper |
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals | 2018-10-08 | Paper |
High dimensional integration of kinks and jumps -- smoothing by preintegration | 2018-07-26 | Paper |
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields | 2018-07-04 | Paper |
Infinite-dimensional integration and the multivariate decomposition method | 2017-08-01 | Paper |
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems | 2017-07-03 | Paper |
Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-\alpha-1/2})$ error independently of the dimension | 2017-06-14 | Paper |
On the expected uniform error of Brownian motion approximated by the L\'evy-Ciesielski construction | 2017-06-03 | Paper |
Quasi-Monte Carlo for finance applications | 2017-04-12 | Paper |
Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition” | 2017-03-27 | Paper |
The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth | 2017-03-27 | Paper |
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation | 2017-02-01 | Paper |
Multivariate integration for analytic functions with Gaussian kernels | 2017-01-04 | Paper |
Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations | 2016-09-02 | Paper |
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions | 2016-09-01 | Paper |
Optimal algorithms for doubly weighted approximation of univariate functions | 2015-11-18 | Paper |
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients | 2015-09-14 | Paper |
Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients | 2015-06-26 | Paper |
Fast QMC Matrix-Vector Multiplication | 2015-06-10 | Paper |
Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs | 2015-04-08 | Paper |
On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics | 2014-10-31 | Paper |
Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights | 2014-07-15 | Paper |
High-dimensional integration: The quasi-Monte Carlo way | 2014-06-11 | Paper |
CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND” | 2013-10-09 | Paper |
The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition | 2013-03-20 | Paper |
Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients | 2013-03-04 | Paper |
CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND” | 2012-12-28 | Paper |
Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels | 2012-07-31 | Paper |
QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND | 2012-07-04 | Paper |
Weighted compound integration rules with higher order convergence for all \(N\) | 2012-02-15 | Paper |
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications | 2011-06-15 | Paper |
Liberating the dimension | 2010-10-11 | Paper |
The smoothing effect of the ANOVA decomposition | 2010-10-11 | Paper |
On decompositions of multivariate functions | 2010-08-30 | Paper |
Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands | 2010-04-21 | Paper |
Constructing lattice rules based on weighted degree of exactness and worst case error | 2010-04-12 | Paper |
Lattice algorithms for multivariate \(L_{\infty}\) approximation in the worst-case setting | 2010-01-15 | Paper |
On the power of standard information for \(L_{\infty}\) approximation in the randomized setting | 2009-11-04 | Paper |
Constructing Sobol Sequences with Better Two-Dimensional Projections | 2009-09-28 | Paper |
On the power of standard information for multivariate approximation in the worst case setting | 2009-05-28 | Paper |
Multivariate \(L_{\infty}\) approximation in the worst case setting over reproducing kernel Hilbert spaces | 2008-07-31 | Paper |
Quasi-Monte Carlo for highly structured generalised response models | 2008-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3504229 | 2008-06-11 | Paper |
Lattice rule algorithms for multivariate approximation in the average case setting | 2008-04-28 | Paper |
Periodization strategy may fail in high dimensions | 2008-02-18 | Paper |
Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels | 2008-01-09 | Paper |
Constructing Sobol Sequences with Better Two-Dimensional Projections | 2008-01-01 | Paper |
Constructing Embedded Lattice Rules for Multivariate Integration | 2007-11-22 | Paper |
A component-by-component approach to efficient numerical integration over products of spheres | 2007-03-12 | Paper |
Randomly shifted lattice rules for unbounded integrands | 2006-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5482373 | 2006-08-28 | Paper |
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions | 2006-05-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5713157 | 2005-12-12 | Paper |
Construction algorithms for polynomial lattice rules for multivariate integration | 2005-09-08 | Paper |
Remark on algorithm 659 | 2005-07-21 | Paper |
Quasi-Monte Carlo methods can be efficient for integration over products of spheres | 2005-04-21 | Paper |
Reducing the construction cost of the component-by-component construction of good lattice rules | 2004-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4453507 | 2004-03-07 | Paper |
Component-By-Component Construction of Good Intermediate-Rank Lattice Rules | 2004-01-18 | Paper |
Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces | 2003-08-19 | Paper |
Component-by-component construction of good lattice rules with a composite number of points | 2003-05-14 | Paper |
Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces | 2003-01-05 | Paper |
On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces | 2002-09-18 | Paper |