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

DOI10.1090/S0025-5718-03-01610-7zbMATH Open1051.65003OpenAlexW2086574596MaRDI QIDQ4813619FDOQ4813619

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

Recommendations

• Component-by-component construction of good lattice rules
• Component-By-Component Construction of Good Intermediate-Rank Lattice Rules
• Component-by-component construction of good lattice rules with a composite number of points
• On the convergence rate of the component-by-component construction of good lattice rules
• Construction algorithms for good extensible lattice rules
• Constructing lattice rules based on weighted degree of exactness and worst case error
• Construction schemes for weighted lattice rules
• 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

zbMATH Keywords

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

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Theory of Reproducing Kernels
• Title not available (Why is that?)
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Component-by-component construction of good lattice rules
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• On the convergence rate of the component-by-component construction of good lattice rules
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Applications of Number Theory to Numerical Analysis
• Component-by-component construction of good lattice rules with a composite number of points
• Tractability of multivariate integration for weighted Korobov classes
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (11)

• A component-by-component construction for the trigonometric degree
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• Title not available (Why is that?)
• An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration
• Fast component-by-component construction, a reprise for different kernels
• On the convergence rate of the component-by-component construction of good lattice rules
• Design and monitoring of multi-arm multi-stage clinical trials
• Component-by-component construction of good lattice rules with a composite number of points
• 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
• Liberating the weights

This page was built for publication: Reducing the construction cost of the component-by-component construction of good lattice rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4813619)