Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions

DOI10.1016/J.JCO.2005.06.004zbMATH Open1094.65006OpenAlexW2061650522MaRDI QIDQ2489151FDOQ2489151

Benjamin J. Waterhouse, Ian H. Sloan, F. Y. Kuo

Publication date: 16 May 2006

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

Full work available at URL: https://doi.org/10.1016/j.jco.2005.06.004

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zbMATH Keywords

reproducing kernel Hilbert spacenumerical experimentsworst-case errorquasi-Monte Carlo methodrandomly shifted lattice rulesunbounded integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)

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Cited In (6)

• Ian Sloan and Lattice Rules
• A novel genetic search scheme based on nature-inspired evolutionary algorithms for binary self-dual codes
• A Taylor space for multivariate integration
• Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
• Randomly shifted lattice rules for unbounded integrands
• Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands

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