Publication | Date of Publication | Type |
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The fast reduced QMC matrix-vector product | 2024-04-09 | Paper |
Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold | 2023-06-20 | Paper |
Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation | 2023-04-28 | Paper |
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate | 2022-09-08 | Paper |
Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification | 2022-09-01 | Paper |
Lattice Rules | 2022-08-02 | Paper |
A quasi-Monte Carlo data compression algorithm for machine learning | 2021-11-02 | Paper |
Toeplitz Monte Carlo | 2021-06-03 | Paper |
Weighted integration over a hyperrectangle based on digital nets and sequences | 2021-04-23 | Paper |
Tractability properties of the discrepancy in Orlicz norms | 2021-02-26 | Paper |
Higher order quasi-Monte Carlo integration for Bayesian PDE inversion | 2020-10-02 | Paper |
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm | 2020-08-28 | Paper |
A note on the periodic \(L_2\)-discrepancy of Korobov's \(p\)-sets | 2020-06-02 | Paper |
A quasi-Monte Carlo data compression algorithm for machine learning | 2020-04-06 | Paper |
A weighted discrepancy bound of quasi-Monte Carlo importance sampling | 2019-09-05 | Paper |
Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification | 2019-09-02 | Paper |
Richardson Extrapolation of Polynomial Lattice Rules | 2019-01-14 | Paper |
Digital net properties of a polynomial analogue of Frolov's construction | 2018-04-27 | Paper |
On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness | 2018-04-23 | Paper |
Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations | 2018-04-19 | Paper |
A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1 | 2018-03-07 | Paper |
DISCREPANCY OF SECOND ORDER DIGITAL SEQUENCES IN FUNCTION SPACES WITH DOMINATING MIXED SMOOTHNESS | 2018-02-26 | Paper |
Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices | 2018-02-13 | Paper |
Optimal \(L_{p}\)-discrepancy bounds for second order digital sequences | 2017-11-17 | Paper |
Construction of interlaced polynomial lattice rules for infinitely differentiable functions | 2017-10-10 | Paper |
Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration | 2017-06-22 | Paper |
Multilevel higher-order quasi-Monte Carlo Bayesian estimation | 2017-05-19 | Paper |
Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs | 2017-01-20 | Paper |
Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo | 2016-12-09 | Paper |
Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification | 2016-11-02 | Paper |
Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations | 2016-09-02 | Paper |
On the optimal order of integration in Hermite spaces with finite smoothness | 2016-08-22 | Paper |
Applications of geometric discrepancy in numerical analysis and statistics | 2016-06-10 | Paper |
Explicit constructions of point sets and sequences with low discrepancy | 2016-01-27 | Paper |
Numerical integration in log-Korobov and log-cosine spaces | 2016-01-25 | Paper |
On a projection-corrected component-by-component construction | 2015-12-11 | Paper |
The weighted star discrepancy of Korobov’s $p$-sets | 2015-11-02 | Paper |
Construction of interlaced scrambled polynomial lattice rules of arbitrary high order | 2015-10-28 | Paper |
The Inverse of the Star-Discrepancy Problem and the Generation of Pseudo-Random Numbers | 2015-09-09 | Paper |
Covering of spheres by spherical caps and worst-case error for equal weight cubature in Sobolev spaces | 2015-08-19 | Paper |
Discrepancy Theory and Quasi-Monte Carlo Integration | 2015-07-24 | Paper |
Proof techniques in quasi-Monte Carlo theory | 2015-06-10 | Paper |
Fast QMC Matrix-Vector Multiplication | 2015-06-10 | Paper |
Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling | 2015-05-22 | Paper |
Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs | 2015-04-08 | Paper |
Higher order Sobol' indices | 2015-03-06 | Paper |
Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo | 2015-02-03 | Paper |
Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality | 2015-01-29 | Paper |
Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence | 2015-01-16 | Paper |
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights | 2014-10-07 | Paper |
Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition | 2014-06-19 | Paper |
High-dimensional integration: The quasi-Monte Carlo way | 2014-06-11 | Paper |
Low-discrepancy point sets for non-uniform measures | 2014-06-10 | Paper |
Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series | 2014-06-03 | Paper |
Discrepancy bounds for deterministic acceptance-rejection samplers | 2014-05-30 | Paper |
Approximation of analytic functions in Korobov spaces | 2014-04-01 | Paper |
Lattice rules for nonperiodic smooth integrands | 2014-02-25 | Paper |
Discrepancy bounds for infinite-dimensional order two digital sequences over \(\mathbb F_2\) | 2014-02-07 | Paper |
On the Fast Computation of the Weight Enumerator Polynomial and the $t$ Value of Digital Nets over Finite Abelian Groups | 2014-01-21 | Paper |
Optimal L2discrepancy bounds for higher order digital sequences over the finite field F2 | 2014-01-15 | Paper |
A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness | 2013-12-23 | Paper |
A simple proof of Stolarsky’s invariance principle | 2013-07-04 | Paper |
A Discrepancy Bound for a Deterministic Acceptance-Rejection Sampler | 2013-07-03 | Paper |
Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm | 2013-02-04 | Paper |
Point sets on the sphere \(\mathbb{S}^{2}\) with small spherical cap discrepancy | 2013-01-11 | Paper |
A higher order Blokh-Zyablov propagation rule for higher order nets | 2012-11-27 | Paper |
Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\) | 2012-08-13 | Paper |
A fast Fourier transform method for computing the weight enumerator polynomial and trigonometric degree of lattice rules | 2012-07-22 | Paper |
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules | 2012-03-02 | Paper |
Quasi–Monte Carlo Numerical Integration on $\mathbb{R}^s$: Digital Nets and Worst-Case Error | 2011-11-10 | Paper |
A construction of polynomial lattice rules with small gain coefficients | 2011-11-07 | Paper |
Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands | 2011-09-14 | Paper |
Consistency of Markov chain quasi-Monte Carlo on continuous state spaces | 2011-06-29 | Paper |
Construction algorithms for higher order polynomial lattice rules | 2011-06-14 | Paper |
Exponential convergence and tractability of multivariate integration for Korobov spaces | 2011-04-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3083190 | 2011-03-18 | Paper |
Duality theory and propagation rules for higher order nets | 2011-02-18 | Paper |
The construction of good extensible rank-1 lattices | 2010-11-07 | Paper |
A multivariate fast discrete Walsh transform with an application to function interpolation | 2010-11-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3160669 | 2010-10-08 | Paper |
Duality theory and propagation rules for generalized digital nets | 2010-08-30 | Paper |
On Quasi-Monte Carlo Rules Achieving Higher Order Convergence | 2010-02-15 | Paper |
Equidistribution Properties of Generalized Nets and Sequences | 2010-02-15 | Paper |
QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach | 2010-01-15 | Paper |
On the approximation of smooth functions using generalized digital nets | 2010-01-12 | Paper |
THE DECAY OF THE WALSH COEFFICIENTS OF SMOOTH FUNCTIONS | 2009-12-08 | Paper |
Duality for digital sequences | 2009-10-09 | Paper |
Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order | 2009-06-22 | Paper |
On the exact \(t\)-value of Niederreiter and Sobol' sequences | 2008-12-03 | Paper |
Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions | 2008-10-28 | Paper |
Koksma-Hlawka type inequalities of fractional order | 2008-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3504229 | 2008-06-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5439680 | 2008-02-11 | Paper |
Constructions of general polynomial lattice rules based on the weighted star discrepancy | 2008-01-21 | Paper |
Randomized Smolyak algorithms based on digital sequences for multivariate integration | 2008-01-16 | Paper |
Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules | 2008-01-09 | Paper |
On the existence of higher order polynomial lattices based on a generalized figure of merit | 2008-01-09 | Paper |
A note on the existence of sequences with small star discrepancy | 2008-01-09 | Paper |
Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels | 2008-01-09 | Paper |
The construction of extensible polynomial lattice rules with small weighted star discrepancy | 2007-09-13 | Paper |
On the convergence rate of the component-by-component construction of good lattice rules | 2007-04-30 | Paper |
The construction of good extensible Korobov rules | 2007-03-28 | Paper |
Periodic functions with bounded remainder | 2007-02-14 | Paper |
A best possible upper bound on the star discrepancy of (t, m, 2)-nets | 2006-12-06 | Paper |
A Taylor space for multivariate integration | 2006-09-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5482360 | 2006-08-28 | Paper |
Star discrepancy estimates for digital \((t,m,2)\)-nets and digital \((t,2)\)-sequences over \(\mathbb Z_2\) | 2006-06-27 | Paper |
Cyclic Digital Nets, Hyperplane Nets, and Multivariate Integration in Sobolev Spaces | 2006-06-02 | Paper |
Good lattice rules in weighted Korobov spaces with general weights | 2006-05-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3377527 | 2006-03-23 | Paper |
Diaphony, discrepancy, spectral test and worst-case error | 2005-12-07 | Paper |
Dyadic diaphony of digital nets over \(\mathbb Z_2\) | 2005-11-24 | Paper |
Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy | 2005-10-28 | Paper |
Construction algorithms for polynomial lattice rules for multivariate integration | 2005-09-08 | Paper |
On the mean square weighted L2discrepancy of randomized digital (t,m,s)-nets over Z2 | 2005-09-07 | Paper |
Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces | 2005-04-21 | Paper |
On Korobov Lattice Rules in Weighted Spaces | 2005-03-01 | Paper |
Liberating the weights | 2004-11-23 | 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 |