Good lattice rules based on the general weighted star discrepancy
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Recommendations
- Construction of good rank-1 lattice rules based on the weighted star discrepancy
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- Good lattice rules with a composite number of points based on the product weighted star discrepancy
- scientific article; zbMATH DE number 5532056
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
Cites work
- A best lower bound for good lattice points
- A generalized discrepancy and quadrature error bound
- Constructing Embedded Lattice Rules for Multivariate Integration
- Construction of good rank-1 lattice rules based on the weighted star discrepancy
- Existence of good lattice points in the sense of Hlawka
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Finite-order weights imply tractability of multivariate integration
- Good lattice rules in weighted Korobov spaces with general weights
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 2051222 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- On Computing the Lattice Rule Criterion R
- On strong tractability of weighted multivariate integration
- On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
- Some applications of multidimensional integration by parts
- The existence of good extensible rank-1 lattices
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(16)- Tractability properties of the weighted star discrepancy of regular grids
- Constructing lattice rules based on weighted degree of exactness and worst case error
- 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
- Construction schemes for weighted lattice rules
- A reduced fast component-by-component construction of lattice point sets with small weighted star discrepancy
- On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
- Good lattice rules with a composite number of points based on the product weighted star discrepancy
- Good lattice rules with a composite number of points based on the product weighted star discrepancy
- scientific article; zbMATH DE number 5532056 (Why is no real title available?)
- Variance bounds and existence results for randomly shifted lattice rules
- Bounds on the Lattice Rule Criterion R
- Construction of good rank-1 lattice rules based on the weighted star discrepancy
- 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
- Quasi-Monte Carlo methods with applications in finance
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