Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces

DOI10.1016/S0885-064X(03)00006-2zbMath1027.41031MaRDI QIDQ1401995

Frances Y. Kuo

Publication date: 19 August 2003

Published in: Journal of Complexity (Search for Journal in Brave)

Mathematics Subject Classification ID

41A55: Approximate quadratures

Related Items

Reducing the construction cost of the component-by-component construction of good lattice rules, Construction algorithms for polynomial lattice rules for multivariate integration, Constructions of general polynomial lattices for multivariate integration, Randomly shifted lattice rules for unbounded integrands, A component-by-component approach to efficient numerical integration over products of spheres, The construction of good extensible Korobov rules, On the convergence rate of the component-by-component construction of good lattice rules, Quasi-Monte Carlo for highly structured generalised response models, Open problems for tractability of multivariate integration., 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, Component-by-component construction of good lattice rules with a composite number of points, Liberating the weights, Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels, Periodization strategy may fail in high dimensions, Lattice rule algorithms for multivariate approximation in the average case setting, Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points, Good lattice rules in weighted Korobov spaces with general weights, Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

Cites Work

• Unnamed Item
• Unnamed Item
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• Component-by-component construction of good lattice rules with a composite number of points
• Integration and approximation in arbitrary dimensions
• Component-by-component construction of good lattice rules
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Theory of Reproducing Kernels