Reducing the construction cost of the component-by-component construction of good lattice rules

DOI10.1090/S0025-5718-03-01610-7MaRDI QIDQ4813619zbMATH OpenOpenAlexFDO

Authors Josef Dick, F. Y. Kuo

Publication date 13 August 2004

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0025-5718-03-01610-7

zbMATH Keywords

convergencenumerical examplesalgorithmerror boundrank-1 lattice rulesshiftsquasi-Monte-Carlo methodcomponent-by-component\(d\)-dimensional rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• Component-by-component construction of good lattice rules
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• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Constructing good higher order polynomial lattice rules with modulus of reduced degree
• Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm

Cites work

• scientific article; zbMATH DE number 3153486 (Why is no real title available?)
• scientific article; zbMATH DE number 3014822 (Why is no real title available?)
• scientific article; zbMATH DE number 1827977 (Why is no real title available?)
• Applications of Number Theory to Numerical Analysis
• Component-by-component construction of good lattice rules
• Component-by-component construction of good lattice rules with a composite number of points
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• On the convergence rate of the component-by-component construction of good lattice rules
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• Theory of Reproducing Kernels
• Tractability of multivariate integration for weighted Korobov classes
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(11)

• Fast component-by-component construction, a reprise for different kernels
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration
• On the convergence rate of the component-by-component construction of good lattice rules
• Liberating the weights
• scientific article; zbMATH DE number 2051215 (Why is no real title available?)
• A component-by-component construction for the trigonometric degree
• Component-by-component construction of good lattice rules with a composite number of points
• Design and monitoring of multi-arm multi-stage clinical trials
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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