My dream quadrature rule
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Publication:1402003
Cites work
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- An intractability result for multiple integration
- Average-case analysis of numerical problems
- Component-by-component construction of good lattice rules with a composite number of points
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Deterministic and stochastic error bounds in numerical analysis
- Discrépance de suites associées à un système de numération (en dimension s)
- Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
- Integration and approximation in arbitrary dimensions
- Intractability results for integration and discrepancy
- Latin supercube sampling for very high-dimensional simulations
- Low-discrepancy and low-dispersion sequences
- Monte Carlo Variance of Scrambled Net Quadrature
- On the Numerical Integration of Walsh Series by Number-Theoretic Methods
- On the \(L_2\)-discrepancy for anchored boxes
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- On the variance of quadrature over scrambled nets and sequences
- Optimal quadrature for Haar wavelet spaces
- Quadrature Error Bounds with Applications to Lattice Rules
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
- Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
- Randomization of Number Theoretic Methods for Multiple Integration
- Scrambled net variance for integrals of smooth functions
- Scrambling Sobol' and Niederreiter-Xing points
- The Mean Square Discrepancy of Scrambled (t,s)-Sequences
- The asymptotic efficiency of randomized nets for quadrature
- The discrepancy and gain coefficients of scrambled digital nets.
- The existence of good extensible rank-1 lattices
- The mean square discrepancy of randomized nets
- The price of pessimism for multidimensional quadrature
- Toward real-time pricing of complex financial derivatives
- Tractability of multivariate integration for periodic functions
- Tractability of multivariate integration for weighted Korobov classes
- Uniform designs limit aliasing
- When are integration and discrepancy tractable?
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(9)- Quasi-Monte Carlo quadratures for multivariate smooth functions
- The construction of good extensible rank-1 lattices
- Construction algorithms for good extensible lattice rules
- Optimal minimax algorithm for integrating fast oscillatory functions in two dimensions
- Numerical integration formulas of degree two
- Quasi-Monte Carlo methods with applications in finance
- Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
- A universal algorithm for multivariate integration
- Tractability using periodized generalized Faure sequences
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