A generalized discrepancy and quadrature error bound
From MaRDI portal
Publication:4372697
DOI10.1090/S0025-5718-98-00894-1zbMath0889.41025OpenAlexW2040396531MaRDI QIDQ4372697
Publication date: 16 December 1997
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-98-00894-1
variationmultidimensional integrationfigure of meritnumber-theoretic nets and sequencesquasi-random sets
Related Items
A catalog of optimal foldover plans for constructing U-uniform minimum aberration four-level combined designs, A closer look at de-aliasing effects using an efficient foldover technique, A study in quantitative equidistribution on the unit square, Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments, Strong tractability of multivariate integration using quasi–Monte Carlo algorithms, A new class of multivariate goodness of fit tests for multivariate normal mixtures, Space-filling experimental designs for constrained design spaces, On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}, Lower bound of average centeredL2-discrepancy forU-type designs, Lower Bounds for the Uniformity Pattern of Asymmetric Fractional Factorials, Entropy, Randomization, Derandomization, and Discrepancy, On Figures of Merit for Randomly-Shifted Lattice Rules, Computational aspects of Cui-Freeden statistics for equidistribution on the sphere, Constructing optimal router bit life sequential experimental designs: New results with a case study, Maximum likelihood estimation of Gaussian copula models for geostatistical count data, Two‐dimensional projection uniformity for space‐filling designs, Projection uniformity of nearly balanced designs, A novel technique for constructing nonregular nine-level designs: adjusted multiple tripling technique, Deterministic construction methods for uniform designs, Uniform Projection Designs and Strong Orthogonal Arrays, The fast reduced QMC matrix-vector product, Construction of optimal mixed-level uniform designs, Quasi-Monte Carlo Software, A Tool for Custom Construction of QMC and RQMC Point Sets, Sequentially weighted uniform designs, On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling, On a reduced component-by-component digit-by-digit construction of lattice point sets, New non-isomorphic detection methods for orthogonal designs, Isovolumetric adaptations to space-filling design of experiments, Sequential experiment design method based on uniformity and distortion of responses, A Universal Median Quasi-Monte Carlo Integration, Bayesian Quadrature, Energy Minimization, and Space-Filling Design, Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness, Adaptive Quasi-Monte Carlo Methods for Cubature, The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space, Asymmetric uniform designs based on mixture discrepancy, A study of uniformity pattern for extended designs, On the existence of low‐diaphony sequences made of digital sequences and lattice point sets, High dimensional simulation, On the isomorphism of fractional factorial designs, Statistical properties of generalized discrepancies, Intractability results for integration and discrepancy, Lower Bounds on the SymmetricL2-Discrepancy and Their Application, A comparison of random and quasirandom points for nonparametric response surface design, Constructing optimal projection designs, Space-Filling Fractional Factorial Designs, Some new lower bounds to various discrepancies on combined designs, A Taylor space for multivariate integration, Uniformity criterion for designs with both qualitative and quantitative factors, On quasi-Monte Carlo methods in weighted ANOVA spaces, Unnamed Item, Calculation of Discrepancy Measures and Applications, Weighted symmetrized centered discrepancy for uniform design, Search for minimum aberration designs with uniformity, On a partition with a lower expected \(\mathcal{L}_2\)-discrepancy than classical jittered sampling, Construction of column-orthogonal strong orthogonal arrays, Building some bridges among various experimental designs, A new strategy for tripling, PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE, QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND, Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?, Construction of uniform mixed-level designs through level permutations, Detecting non-isomorphic orthogonal design, Improving the space-filling behavior of multiple triple designs, ANOVA Decomposition of Convex Piecewise Linear Functions, Cross-entropy loss for recommending efficient fold-over technique, Construction of uniform designs via an adjusted threshold accepting algorithm, Construction of uniform projection designs via level permutation and expansion, On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion, Optimum addition of information to computer experiments in view of uniformity and orthogonality, Reliable Adaptive Cubature Using Digital Sequences, Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm, Links between discrepancy and nonparametric estimation, methodology for selecting points based on available data, Mixture discrepancy for quasi-random point sets, Lattice rules for nonperiodic smooth integrands, An adjusted gray map technique for constructing large four-level uniform designs, New lower bound for Lee discrepancy of asymmetrical factorials, Construction of sliced (nearly) orthogonal Latin hypercube designs, Uniform design over general input domains with applications to target region estimation in computer experiments, Optimized \(U\)-type designs on flexible regions, An appealing technique for designing optimal large experiments with three-level factors, Construction of Sudoku designs and Sudoku-based uniform designs, Assessing the Statistical Quality of RNGs, Locating Infinite Discontinuities in Computer Experiments, A note on the connection between uniformity and generalized minimum aberration, Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches, Uniformity of saturated orthogonal arrays, On the geometric equivalence and non-equivalence of symmetric factorial designs, Robust Optimizers for Nonlinear Programming in Approximate Dynamic Programming, Uniform Design for Experiments with Mixtures, Variance-based adaptive sequential sampling for polynomial chaos expansion, Lower bounds of various criteria in experimental designs, A survey and evaluation of methods for determination of combinatorial equivalence of factorial designs, Level permutation method for constructing uniform designs under the wrap-around \(L_2\)-discrepancy, Construction of uniform designs without replications, Low discrepancy sequences in high dimensions: how well are their projections distributed?, Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs, Asymptotic properties of the spectral test, diaphony, and related quantities, An efficient method for constructing uniform designs with large size, An efficient algorithm for constructing optimal design of computer experiments, A weighted sequential sampling method considering influences of sample qualities in input and output parameter spaces for global optimization, On the exponent of discrepancies, Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions, Minimum projection uniformity criterion and its application, Halton and Hammersley sequences in multivariate nonparametric regression, Connection between uniformity and orthogonality for symmetrical factorial designs, New lower bounds to wrap-around \(L_2\)-discrepancy for U-type designs with three-level, A lower bound for the centered \(L_2\)-discrepancy on asymmetric factorials and its application, Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation, The construction of good extensible rank-1 lattices, Uniform supersaturated design and its construction, Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings, Computation of optimal portfolios using simulation-based dimension reduction, Nested Latin Hypercube Designs with Sliced Structures, Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels, Orthogonal uniform composite designs, Measures of uniformity in experimental designs: A selective overview, Construction of four-level and mixed-level designs with zero Lee discrepancy, An Explicit Construction of Optimal Order Quasi--Monte Carlo Rules for Smooth Integrands, Construction of Latin hypercube designs with nested and sliced structures, New foundations for designing U-optimal follow-up experiments with flexible levels, Efficient space-filling and near-orthogonality sequential Latin hypercube for computer experiments, Hyperuniform point sets on the sphere: deterministic aspects, Flexible sliced Latin hypercube designs with slices of different sizes, Sharp lower bounds of various uniformity criteria for constructing uniform designs, Uniformity pattern of \(q\)-level factorials under mixture discrepancy, Uniform projection nested Latin hypercube designs, New recommended designs for screening either qualitative or quantitative factors, Solving time-dependent PDEs using the material point method, a case study from gas dynamics, A note on near-orthogonal Latin hypercubes with good space-filling properties, Infinite-dimensional integration on weighted Hilbert spaces, Probabilistic integration: a role in statistical computation?, Stationarity Tests for Spatial Point Processes using Discrepancies, A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach, Good lattice rules based on the general weighted star discrepancy, Dyadic diaphony of digital nets over \(\mathbb Z_2\), The main effect confounding pattern for saturated orthogonal designs, Diaphony, discrepancy, spectral test and worst-case error, Uniform design with prior information of factors under weighted wrap-around \(L_2\)-discrepancy, Lower bounds for wrap-around \(L_2\)-discrepancy and constructions of symmetrical uniform designs, Designing optimal large four-level experiments: a new technique without recourse to optimization softwares, A lower bound for the centredL2-discrepancy on combined designs under the asymmetric factorials, Constructing uniform designs under mixture discrepancy, Lower bound of centered \(L_2\)-discrepancy for mixed two and three levels \(U\)-type designs, Performance analysis of greedy algorithms for minimising a maximum mean discrepancy, Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling, A study of orthogonal array-based designs under a broad class of space-filling criteria, The asymptotic efficiency of randomized nets for quadrature, Quasi-Monte Carlo methods for linear two-stage stochastic programming problems, On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces, The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension, A Lower Bound for the Wrap-around L2-discrepancy on Combined Designs of Mixed Two- and Three-level Factorials, Testing multivariate uniformity and its applications, A constructive approach to strong tractability using quasi-Monte Carlo algorithms, The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets, A note on lower bound of centered \(L_{2}\)-discrepancy on combined designs, Effective lower bounds of wrap-around \(L_2\)-discrepancy on three-level combined designs, Compromise design for combination experiment of two drugs, Two-level screening designs derived from binary nonlinear codes, Finite-order weights imply tractability of multivariate integration, Liberating the weights, Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs, Uniform minimum moment aberration designs, Choice of optimal second stage designs in two-stage experiments, Projection uniformity under mixture discrepancy, Spherical discrepancy for designs on hyperspheres, An effective approach for the optimum addition of runs to three-level uniform designs, Construction of uniform \(U\)-designs, On combined component-by-component constructions of lattice point sets, The construction of good extensible Korobov rules, The \(p\)-adic diaphony of the Halton sequence, Generalized discrete discrepancy and its applications in experimental designs, A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness, An effective construction method for multi-level uniform designs, New lower bound for centered \(L_2\)-discrepancy of four-level \(U\)-type designs, Resolvable orthogonal array-based uniform sliced Latin hypercube designs, Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, Construction of column-orthogonal designs for computer experiments, Construction of main effects plans orthogonal through the block factor based on level permutation, On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space, A new strategy for optimal foldover two-level designs, Some lower bounds of centered \(L_2\)-discrepancy of \(2^{s-k}\) designs and their complementary designs, Computational investigations of scrambled Faure sequences, Discrepancy for uniform design of experiments with mixtures, Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm, Uniformity pattern and related criteria for \(q\)-level factorials, Constructing uniform designs: A heuristic integer programming method, Some current issues in quasi-Monte Carlo methods, Repeated measures analysis for functional data, Characterization of generalized aberration of some designs in terms of their complementary designs, Numerical integration in log-Korobov and log-cosine spaces, Indicator function and its application in two-level factorial designs, Uniform fractional factorial designs, Some new lower bounds to centered and wrap-round \(L_2\)-discrepancies, Generation of space-filling uniform designs in unit hypercubes, Constructions of uniform designs by using resolvable packings and coverings., Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm, A note on optimal foldover design., Intractability results for positive quadrature formulas and extremal problems for trigonometric polynomials, A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights, A note on construction of nearly uniform designs with large number of runs., Goodness-of-fit statistics, discrepancies and robust designs, Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting., Optimal foldover plans for regular \(s\)-level fractional factorial designs, Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces, Sliced Latin hypercube designs with both branching and nested factors, MILP models for the selection of a small set of well-distributed points, Improving the rejection sampling method in quasi-Monte Carlo methods, Koksma-Hlawka type inequalities of fractional order, Uniformity in double designs, A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions, Two- and three-level lower bounds for mixture \(L_2\)-discrepancy and construction of uniform designs by threshold accepting, Construction of second-order orthogonal sliced Latin hypercube designs, Designing uniform computer sequential experiments with mixture levels using Lee discrepancy, Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness, New results on quaternary codes and their Gray map images for constructing uniform designs, On second order orthogonal Latin hypercube designs, Support points, Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences, Quasi-Monte Carlo methods for lattice systems: a first look, Mean field model for collective motion bistability, Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions, Efficient asymmetrical extended designs under wrap-around \(L_2\)-discrepancy, Quasi-Monte Carlo methods with applications in finance, Moment discretization for ill-posed problems with discrete weakly bounded noise, Connections between uniformity and aberration in general multi-level factorials, Ectropy of diversity measures for populations in Euclidean space, Lower bounds of various discrepancies on combined designs, Optimal foldover plans of asymmetric factorials with minimum wrap-around \(L_2\)-discrepancy, Recent developments in nonregular fractional factorial designs, Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights, Uniformity in factorial designs with mixed levels, U-type and factorial designs for nonparametric Bayesian regression, A study on design uniformity under errors in the level values, A class of space-filling designs and their projection properties, Robust tolerance design for function generation mechanisms with joint clearances, An algorithmic approach to finding factorial designs with generalized minimum aberration, Dependence structure estimation using copula recursive trees, When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?, A novel method for constructing mixed two- and three-level uniform factorials with large run sizes, Multiple doubling: a simple effective construction technique for optimal two-level experimental designs, Connecting U-type designs before and after level permutations and expansions, On efficient design of pilot experiment for generalized linear models, Some necessary uniform tests for spherical symmetry, Lower bounds of the wrap-around \(L_2\)-discrepancy and relationships between MLHD and uniform design with a large size, New lower bounds of four-level and two-level designs via two transformations, Randomized Halton sequences, The discrepancy and gain coefficients of scrambled digital nets., Error bounds for quasi-Monte Carlo integration with uniform point sets, A note on uniformity and orthogonality, The effective dimension and quasi-Monte Carlo integration, Model-robust designs in multiresponse situations., Majorization framework for balanced lattice designs
Cites Work
- Average case complexity of multivariate integration
- Quasi-Random Sequences and Their Discrepancies
- Efficient algorithms for computing the $L_2$-discrepancy
- Some applications of multidimensional integration by parts
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item