Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature

DOI10.1137/S1064827599356638MaRDI QIDQ4509876zbMATH OpenFDO

Authors Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux

Publication date 19 October 2000

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1064827599356638

zbMATH Keywords

discrepancyerror estimategood lattice point setsMonte Carlo methodsmultidimensionalnumerical examplesquadraturespectral test

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Recommendations

• The construction of good extensible rank-1 lattices
• Construction algorithms for good extensible lattice rules
• The existence of good extensible polynomial lattice rules
• scientific article; zbMATH DE number 4082826
• The existence of good extensible rank-1 lattices

Cited in

(31)

• The price of pessimism for multidimensional quadrature
• The existence of good extensible rank-1 lattices
• My dream quadrature rule
• The distribution of the discrepancy of scrambled digital (t,m,s)-nets
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• An algorithm to compute the \(t\)-value of a digital net and of its projections
• Proof techniques in quasi-Monte Carlo theory
• A comparison of variational approximations for fast inference in mixed logit models
• Alternative sampling methods for estimating multivariate normal probabilities
• Searching for extensible Korobov rules
• Control variates for quasi-Monte Carlo (with comments and rejoinder)
• Quasi-Monte Carlo image synthesis in a nutshell
• Deterministic Consistent Density Estimation for Light Transport Simulation
• The construction of good extensible rank-1 lattices
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• Adaptive Quasi-Monte Carlo Methods for Cubature
• Ian Sloan and Lattice Rules
• A Strong Law of Large Numbers for Scrambled Net Integration
• Quasi-Monte Carlo progressive photon mapping
• Accelerating the convergence of lattice methods by importance sampling-based transformations
• A constraint on extensible quadrature rules
• A Tool for Custom Construction of QMC and RQMC Point Sets
• Extensible hyperplane nets
• Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
• Weighted compound integration rules with higher order convergence for all N
• Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
• Quasi-Monte Carlo algorithms (not only) for graphics software
• Constructing embedded lattice-based algorithms for multivariate function approximation with a composite number of points
• Randomized quasi-Monte Carlo and Owen's boundary growth condition: a spectral analysis
• Construction algorithms for good extensible lattice rules
• Quasi-Monte Carlo methods with applications in finance

This page was built for publication: Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4509876)