Construction Schemes for Weighted Lattice Rules

DOI10.2478/v10157-011-0017-0zbMath1274.65005MaRDI QIDQ2919598

Vasile Sinescu

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

zbMATH Keywords

Monte Carlo method; component-by-component construction; weighted star discrepancy; Korobov lattice rules

Mathematics Subject Classification ID

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
• Unnamed Item
• Unnamed Item
• Unnamed Item