Tractability properties of the weighted star discrepancy

DOI10.1016/J.JCO.2007.08.002MaRDI QIDQ2483202zbMATH OpenOpenAlexFDO

Authors Aicke Hinrichs, Friedrich Pillichshammer, Wolfgang Ch. Schmid

Publication date 28 April 2008

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

Full work available at URL https://doi.org/10.1016/j.jco.2007.08.002

zbMATH Keywords

lower boundsstrong tractabilityweighted star discrepancy

Mathematics Subject Classification ID

Well-distributed sequences and other variations (11K36) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05)

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• Tractability results for the weighted star-discrepancy
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• A note on \((s,t)\)-weak tractability of the weighted star discrepancy of regular grids

Cites work

• A constructive approach to strong tractability using quasi-Monte Carlo algorithms
• A note on the existence of sequences with small star discrepancy
• Bounds and constructions for the star-discrepancy via \(\delta\)-covers
• Bounds for the weighted L^p discrepancy and tractability of integration
• Covering numbers, Vapnik-Červonenkis classes and bounds for the star-discrepancy
• Finite-order weights imply tractability of multivariate integration
• Good lattice rules in weighted Korobov spaces with general weights
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• Liberating the weights
• On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base
• On the mean square weighted L₂discrepancy of randomized digital (t,m,s)-nets over Z₂
• Sequences, discrepancies and applications
• Some open problems concerning the star-discrepancy
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
• The inverse of the star-discrepancy depends linearly on the dimension
• Weighted star discrepancy of digital nets in prime bases
• When are integration and discrepancy tractable?
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(23)

• Weighted discrepancy and high-dimensional numerical integration
• Tractability properties of the weighted star discrepancy of the Halton sequence
• Tractability properties of the weighted star discrepancy of regular grids
• A note on \((s,t)\)-weak tractability of the weighted star discrepancy of regular grids
• Tractability properties of the discrepancy in Orlicz norms
• Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
• Tractability results for the weighted star-discrepancy
• Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\)
• Low discrepancy sequences in high dimensions: how well are their projections distributed?
• Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
• A new randomized algorithm to approximate the star discrepancy based on threshold accepting
• The inverse of the star-discrepancy problem and the generation of pseudo-random numbers
• On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
• The weighted star discrepancy of Korobov’s p-sets
• On strong tractability of weighted multivariate integration
• A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
• Discrepancy theory and quasi-Monte Carlo integration
• Entropy, Randomization, Derandomization, and Discrepancy
• Weighted star discrepancy of digital nets in prime bases
• Bounds for the weighted L^p discrepancy and tractability of integration
• Conditions for tractability of the weighted L_p-discrepancy and integration in non-homogeneous tensor product spaces
• The star discrepancy of a union of randomly digitally shifted Korobov polynomial lattice point sets depends polynomially on the dimension
• The star discrepancy of a union of randomly shifted Korobov lattice point sets depends polynomially on the dimension

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