Construction Schemes for Weighted Lattice Rules
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Publication:2919598
DOI10.2478/v10157-011-0017-0zbMath1274.65005MaRDI QIDQ2919598
Publication date: 4 October 2012
Published in: Annals of the Alexandru Ioan Cuza University - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/v10157-011-0017-0
Monte Carlo method; component-by-component construction; weighted star discrepancy; Korobov lattice rules
65C05: Monte Carlo methods
65D32: Numerical quadrature and cubature formulas
11K38: Irregularities of distribution, discrepancy
Cites Work
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- The existence of good extensible rank-1 lattices
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Good lattice rules based on the general weighted star discrepancy
- On Korobov Lattice Rules in Weighted Spaces
- Constructing Embedded Lattice Rules for Multivariate Integration
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