Lattice rule algorithms for multivariate approximation in the average case setting

DOI10.1016/j.jco.2006.10.006zbMath1141.65012OpenAlexW1981512668MaRDI QIDQ2483212

Ian H. Sloan, Frances Y. Kuo, Henryk Woźniakowski

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.2006.10.006

zbMATH Keywords

numerical resultsmultivariate approximationtractabilityaverage case errorlattice rule algorithms

Mathematics Subject Classification ID

Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Approximation by other special function classes (41A30)

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Cites Work

• Tractability of multivariate integration for weighted Korobov classes
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Tractability of approximation for weighted Korobov spaces on classical and quantum computers
• 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
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• On the power of standard information for weighted approximation
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