On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
DOI10.1007/978-3-642-41095-6_33zbMATH Open1302.65021OpenAlexW43067412MaRDI QIDQ2926243FDOQ2926243
Authors: Vasile Sinescu, F. Y. Kuo, Ian H. Sloan 
Publication date: 31 October 2014
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_33
Recommendations
convergencetime series regressionerror boundworst-case errorquasi-Monte Carlo methodquadrature errorrandomly shifted lattice rules
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)
Cites Work
- Semiparametric Regression
- Approximate Inference in Generalized Linear Mixed Models
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- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
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- On autocorrelation in a Poisson regression model
- Complexity of weighted approximation over \(\mathbb{R}\)
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Finite-order weights imply tractability of multivariate integration
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Title not available (Why is that?)
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- Quasi-Monte Carlo for highly structured generalised response models
Cited In (6)
- Ian Sloan and Lattice Rules
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Probabilistic integration: a role in statistical computation?
- Quasi-Monte Carlo for highly structured generalised response models
- Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence
- Infinite-dimensional integration and the multivariate decomposition method
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