scientific article; zbMATH DE number 1790439
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(39)- Lattice rules in non-periodic subspaces of Sobolev spaces
- Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
- On the distribution of integration error by randomly-shifted lattice rules
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- Collider physics at the precision frontier
- Constructing good higher order polynomial lattice rules with modulus of reduced degree
- The \(b\)-adic tent transformation for quasi-Monte Carlo integration using digital nets
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Lattice rules for nonperiodic smooth integrands
- Alternative sampling methods for estimating multivariate normal probabilities
- Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Periodization strategy may fail in high dimensions
- Very low truncation dimension for high dimensional integration under modest error demand
- Numerical computation of multivariate normal probabilities using bivariate conditioning
- Adaptive Multidimensional Integration Based on Rank-1 Lattices
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- Ian Sloan and Lattice Rules
- Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
- On the \(L_p\) discrepancy of two-dimensional folded Hammersley point sets
- Hilbert space with reproducing kernel and uniform distribution preserving maps. I
- Function integration, reconstruction and approximation using rank-\(1\) lattices
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
- Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- On figures of merit for randomly-shifted lattice rules
- Accelerating the convergence of lattice methods by importance sampling-based transformations
- Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration
- Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices
- A Tool for Custom Construction of QMC and RQMC Point Sets
- A randomized lattice rule without component-by-component construction
- A new class of equal-weight integration rules on the hypercube
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets
- Numerical integration in log-Korobov and log-cosine spaces
- Quasi-Monte Carlo methods with applications in finance
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