Component-by-component construction of good lattice rules
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Publication:2759096
DOI10.1090/S0025-5718-01-01342-4zbMath0985.65018MaRDI QIDQ2759096
Publication date: 10 December 2001
Published in: Mathematics of Computation (Search for Journal in Brave)
Related Items (62)
Component-by-component construction of good lattice rules with a composite number of points ⋮ Trigonometric interpolation on lattice grids ⋮ Very low truncation dimension for high dimensional integration under modest error demand ⋮ QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions ⋮ A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions ⋮ Reducing the construction cost of the component-by-component construction of good lattice rules ⋮ Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces ⋮ On Figures of Merit for Randomly-Shifted Lattice Rules ⋮ On the convergence rate of the component-by-component construction of good lattice rules ⋮ Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness ⋮ Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction ⋮ Dependence properties of scrambled Halton sequences ⋮ Construction of interlaced scrambled polynomial lattice rules of arbitrary high order ⋮ Quasi-Monte Carlo tractability of high dimensional integration over products of simplices ⋮ Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy ⋮ Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights ⋮ Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate ⋮ Some Results on the Complexity of Numerical Integration ⋮ Computational Higher Order Quasi-Monte Carlo Integration ⋮ Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm ⋮ The existence of good extensible rank-1 lattices ⋮ Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces ⋮ Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ Numerical integration in log-Korobov and log-cosine spaces ⋮ A note on the CBC-DBD construction of lattice rules with general positive weights ⋮ Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials ⋮ Lattice rules for nonperiodic smooth integrands ⋮ On the distribution of integration error by randomly-shifted lattice rules ⋮ Ian Sloan and Lattice Rules ⋮ The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Lattice rules in non-periodic subspaces of Sobolev spaces ⋮ Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension ⋮ Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness ⋮ Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation ⋮ Periodization strategy may fail in high dimensions ⋮ Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions ⋮ Hiding the weights -- CBC black box algorithms with a guaranteed error bound ⋮ Intermediate rank lattice rules and applications to finance ⋮ Component-by-component construction of good lattice rules ⋮ Lattice rule algorithms for multivariate approximation in the average case setting ⋮ Construction algorithms for higher order polynomial lattice rules ⋮ Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points ⋮ Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions ⋮ Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights ⋮ Quasi-Monte Carlo methods can be efficient for integration over products of spheres ⋮ The construction of extensible polynomial lattice rules with small weighted star discrepancy ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Good low degree rank-1 lattice rules of high dimension ⋮ Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces ⋮ Multidimensional pseudo-spectral methods on lattice grids ⋮ Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ Constructing spatial discretizations for sparse multivariate trigonometric polynomials that allow for a fast discrete Fourier transform ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Calculation of Discrepancy Measures and Applications ⋮ Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling ⋮ On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
Cites Work
- A search program for finding optimal integration lattices
- Component-by-component construction of good lattice rules
- Error Bounds for the Method of Good Lattice Points
- Quasi-Monte Carlo methods and pseudo-random numbers
- A lower estimate for the error of quadrature formulae for certain classes of functions
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