scientific article; zbMATH DE number 5797591
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Publication:3160669
digital netsdiscrepancy of sequencesmonographpolynomial lattice rulequasi-Monte Carlo integrationreproducing kernel Hilbert spacessequences
General theory of distribution modulo (1) (11K06) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)
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Cited in
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- Characterization of matrices \(B\) such that \((I,B,B^2)\) generates a digital net with \(t\)-value zero
- Quasi-Monte Carlo point sets with small t-values and WAFOM
- BMO and exponential Orlicz space estimates of the discrepancy function in arbitrary dimension
- Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions
- Optimal \(L_{p}\)-discrepancy bounds for second order digital sequences
- On evil Kronecker sequences and lacunary trigonometric products
- Kronecker-Halton sequences in \(\mathbb{F}_p((X^{-1}))\)
- Quasi-Monte Carlo integration on manifolds with mapped low-discrepancy points and greedy minimal Riesz \(s\)-energy points
- A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1
- An upper bound on the minimal dispersion
- Tractability properties of the weighted star discrepancy of the Halton sequence
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Sparse domination and the strong maximal function
- Convergence results for a class of time-varying simulated annealing algorithms
- Digital net properties of a polynomial analogue of Frolov's construction
- Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
- Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
- The generalized and modified Halton sequences in Cantor bases
- A critical appraisal of design of experiments for uncertainty quantification
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods
- Systemic risk and copula models
- On the complexity of computing the \(L_q\) norm
- Point sets on the sphere \(\mathbb{S}^{2}\) with small spherical cap discrepancy
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- A low discrepancy sequence on graphs
- Discrepancy properties and conjugacy classes of interval exchange transformations
- Support points
- Tractability properties of the discrepancy in Orlicz norms
- Positive-definite functions, exponential sums and the greedy algorithm: a curious phenomenon
- A note on Korobov lattice rules for integration of analytic functions
- An exact formula for the L₂ discrepancy of the symmetrized Hammersley point set
- Integration and approximation in cosine spaces of smooth functions
- Halton-type sequences in rational bases in the ring of rational integers and in the ring of polynomials over a finite field
- On an explicit lower bound for the star discrepancy in three dimensions
- A lower bound for the dispersion on the torus
- Hiding the weights -- CBC black box algorithms with a guaranteed error bound
- Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold
- Implementation of irreducible Sobol' sequences in prime power bases
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Weighted integration over a hyperrectangle based on digital nets and sequences
- Secure pseudorandom bit generators and point sets with low star-discrepancy
- Discrepancy of stratified samples from partitions of the unit cube
- On the dependence structure and quality of scrambled \((t,m,s)\)-nets
- Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Creative telescoping on multiple sums
- A Wasserstein inequality and minimal Green energy on compact manifolds
- Online inference with multi-modal likelihood functions
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
- A sequential addition and migration method for generating microstructures of short fibers with prescribed length distribution
- Some connections between discrepancy, finite gap properties, and pair correlations
- Quasi Monte Carlo time-frequency analysis
- A random walk algorithm to estimate a lower bound of the star discrepancy
- Randomized weakly admissible meshes
- Digital almost nets
- On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling
- Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
- On Proinov's lower bound for the diaphony
- Lattice meets lattice: application of lattice cubature to models in lattice gauge theory
- Quasi-Monte Carlo simulation for American option sensitivities
- Deterministic constructions of high-dimensional sets with small dispersion
- On a bounded remainder set for a digital Kronecker sequence
- Variational inference with NoFAS: normalizing flow with adaptive surrogate for computationally expensive models
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- Monte Carlo with determinantal point processes
- The Radon transform in the scheme of C(N)D-investigations and the quasi-Monte Carlo theory
- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- Digital nets in dimension two with the optimal order of \(L_p\) discrepancy
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
- Wasserstein distance, Fourier series and applications
- Low-discrepancy sequences: Atanassov's methods revisited
- Recent constructions of low-discrepancy sequences
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- A quasi-Monte Carlo data compression algorithm for machine learning
- On negative dependence properties of Latin hypercube samples and scrambled nets
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
- Variance-based adaptive sequential sampling for polynomial chaos expansion
- A universality law for sign correlations of eigenfunctions of differential operators
- Tractability results for the weighted star-discrepancy
- 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 Diophantine approximation and the distribution of Halton-Kronecker sequences
- A lower bound for the discrepancy of a random point set
- Weighted discrepancy and numerical integration in function spaces
- High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
- Constructing good higher order polynomial lattice rules with modulus of reduced degree
- Generalized Hofer-Niederreiter sequences and their discrepancy from an \((\boldsymbol{U}, \boldsymbol{e}, s)\)-point of view
- Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
- Dichotomy results for the \(L^1\) norm of the discrepancy function
- Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
- A nonlocal functional promoting low-discrepancy point sets
- Tight framelets and fast framelet filter bank transforms on manifolds
- Some negative results related to Poissonian pair correlation problems
- Quadrature points via heat kernel repulsion
- An algorithm to compute the \(t\)-value of a digital net and of its projections
- Dynamically defined sequences with small discrepancy
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