On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
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Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1246220 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- A generalized discrepancy and quadrature error bound
- Component-by-component construction of good lattice rules
- Convergence on a deformed Newton method
- Intractability results for integration and discrepancy
- Recent advances in numerical methods and applications. Proceedings of the 4th international conference, NMA '98, Sofia, Bulgaria, August 19--23, 1998
- Tractability of multivariate integration for weighted Korobov classes
Cited in
(66)- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- ANOVA decomposition of convex piecewise linear functions
- Construction algorithms for polynomial lattice rules for multivariate integration
- Ian Sloan and Lattice Rules
- Constructions of general polynomial lattices for multivariate integration
- Strong Tractability of Quasi‐Monte Carlo Quadrature Using Nets for Certain Banach Spaces
- On Korobov Lattice Rules in Weighted Spaces
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Good lattice rules in weighted Korobov spaces with general weights
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- A component-by-component approach to efficient numerical integration over products of spheres
- Small superposition dimension and active set construction for multivariate integration under modest error demand
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
- On obtaining quadratic and cubic error convergence using weighted Kronecker-sequences
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
- Very low truncation dimension for high dimensional integration under modest error demand
- Intermediate rank lattice rules and applications to finance
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- On quasi-Monte Carlo methods in weighted ANOVA spaces
- A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\)
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Fast component-by-component construction, a reprise for different kernels
- Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
- \(I\)-binomial scrambling of digital nets and sequences
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- Quasi-Monte Carlo methods can be efficient for integration over products of spheres
- Extrapolated polynomial lattice rule integration in computational uncertainty quantification
- On the convergence rate of the component-by-component construction of good lattice rules
- Correction to ``Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- The construction of good extensible Korobov rules
- Quasi-Monte Carlo tractability of high dimensional integration over products of simplices
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Component-by-component construction of good lattice rules with a composite number of points
- On figures of merit for randomly-shifted lattice rules
- The analysis of vertex modified lattice rules in a non-periodic Sobolev space
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions
- Lattice rules for nonperiodic smooth integrands
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Low discrepancy sequences in high dimensions: how well are their projections distributed?
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- Calculation of discrepancy measures and applications
- Strong tractability of integration using scrambled Niederreiter points
- Lattice rule algorithms for multivariate approximation in the average case setting
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Discrepancy theory and quasi-Monte Carlo integration
- Derandomised lattice rules for high dimensional integration
- My dream quadrature rule
- Randomly shifted lattice rules for unbounded integrands
- The effective dimension and quasi-Monte Carlo integration
- Error analysis on scrambled quasi-Monte Carlo quadrature rules using Sobol points
- Quasi-Monte Carlo methods with applications in finance
- Open problems for tractability of multivariate integration.
- Finite-order weights imply tractability of multivariate integration
- Some results on the complexity of numerical integration
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- A constructive approach to strong tractability using quasi-Monte Carlo algorithms
- Liberating the weights
- Constructing lattice rules based on weighted degree of exactness and worst case error
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Multilevel QMC with product weights for affine-parametric, elliptic PDEs
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