Publication:4889887
From MaRDI portal
zbMath0855.65013MaRDI QIDQ4889887
Publication date: 11 August 1996
textbookerror boundsaveraging techniquecubature formulamultiple integralsMonte-Carlo methodslattice methodsmethod of good lattice points
Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
Related Items
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo, Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces, Construction algorithms for polynomial lattice rules for multivariate integration, Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}, Some interesting behaviors of good lattice point sets, Entropy, Randomization, Derandomization, and Discrepancy, On Figures of Merit for Randomly-Shifted Lattice Rules, QMC Computation of Confidence Intervals for a Sleep Performance Model, In Search for Good Chebyshev Lattices, Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights, Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration, Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate, Mean Dimension of Ridge Functions, Integral operators on lattices, Heating a Torus with Number Theory, The fast reduced QMC matrix-vector product, On the reconstruction of functions from values at subsampled quadrature points, A Tool for Custom Construction of QMC and RQMC Point Sets, On Dropping the First Sobol’ Point, On a Full Monte Carlo Approach to Computational Finance, Advanced Monte Carlo Methods to Neural Networks, An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals, On a reduced component-by-component digit-by-digit construction of lattice point sets, On approximating the shape of one-dimensional posterior marginals using the low discrepancy points, Approximation of integration over finite groups, difference sets and association schemes, A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems, Lattice enumeration via linear programming, Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation, Worst-Case Error for Unshifted Lattice Rules Without Randomisation, Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling, Sensitivity Studies of an Air Pollution Model by Using Efficient Stochastic Algorithms for Multidimensional Numerical Integration, SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS, Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs, Adaptive Quasi-Monte Carlo Methods for Cubature, Ian Sloan and Lattice Rules, The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space, Analysis of Framelet Transforms on a Simplex, Triangular canonical forms for lattice rules of prime-power order, On 2D packings of cubes in the torus, Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights, Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media, Extension of a class of periodizing variable transformations for numerical Integration, Richardson Extrapolation of Polynomial Lattice Rules, On the existence of low‐diaphony sequences made of digital sequences and lattice point sets, The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition, On generalized invariant cubature formulae, A construction of higher-rank lattice rules, On selection criteria for lattice rules and other quasi-Monte Carlo point sets, A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes, A path integration formulation of stochastic-Lagrangian models of turbulent flow, Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals, Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces, Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices, Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability, The Hermite normal form for certain rank-1 circulant and skew-circulant lattice rules, Space-filling orthogonal arrays of strength two, Uncertainty Quantification Using Periodic Random Variables, Minimal cubature formulae of trigonometric degree, Breaking the curse of dimensionality, Function integration, reconstruction and approximation using rank-$1$ lattices, A Strong Law of Large Numbers for Scrambled Net Integration, Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method, Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation, Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters, Low Discrepancy Constructions in the Triangle, Discrepancy Theory and Quasi-Monte Carlo Integration, Calculation of Discrepancy Measures and Applications, Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals, A parallel search for good lattice points using LLL-spectral tests, A constructive approach to strong tractability using quasi-Monte Carlo algorithms, Component-by-component construction of good lattice rules with a composite number of points, Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods, A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations, Finite-order weights imply tractability of multivariate integration, Very low truncation dimension for high dimensional integration under modest error demand, Five- and six-dimensional lattice rules generated by structured matrices, Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions, Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space, Construction algorithms for good extensible lattice rules, Spline methods using integration lattices and digital nets, QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach, The price of pessimism for multidimensional quadrature, Tractability of multivariate integration for periodic functions, Tractability of multivariate integration for weighted Korobov classes, Measurement of areas on a sphere using Fibonacci and latitude-longitude lattices, Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM, The quantum setting with randomized queries for continuous problems, Sparse high-dimensional FFT based on rank-1 lattice sampling, Randomly shifted lattice rules for unbounded integrands, The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets, A search for extensible low-WAFOM point sets, A component-by-component approach to efficient numerical integration over products of spheres, A parallel inexact Newton method for stochastic programs with recourse, Numerical analysis of the nonlinear plane Couette-flow problem of a rarefied gas for hard-sphere molecules, On the convergence rate of the component-by-component construction of good lattice rules, On the orthogonality of the Chebyshev-Frolov lattice and applications, A useful result in searches for good vertex-modified number-theoretic rules, Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions, Uniform distribution modulo one., Slow nonisothermal flows: numerical and asymptotic analysis of the Boltzmann equation, Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, Romberg extrapolation for Euler summation-based cubature on regular regions, On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space, Extremal lattices and the construction of lattice rules, Coupling from the past with randomized quasi-Monte Carlo, Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods, On a projection-corrected component-by-component construction, New explicit-in-dimension estimates for the cardinality of high-dimensional hyperbolic crosses and approximation of functions having mixed smoothness, Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm, The existence of good extensible rank-1 lattices, Notes on lattice rules, My dream quadrature rule, Variance bounds and existence results for randomly shifted lattice rules, Chebyshev lattices, a unifying framework for cubature with Chebyshev weight function, Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials, Construction of weakly CUD sequences for MCMC sampling, On the distribution of integration error by randomly-shifted lattice rules, Extensible hyperplane nets, Invariants and Chebyshev polynomials, A lower bound on a quantity related to the quality of polynomial lattices, On an orthogonal bivariate trigonometric Schauder basis for the space of continuous functions, A construction of polynomial lattice rules with small gain coefficients, Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm, A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights, Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing, Lattice rules in non-periodic subspaces of Sobolev spaces, A survey of average case complexity for linear multivariate problems, Interpolation lattices for hyperbolic cross trigonometric polynomials, Quasi-Monte Carlo for highly structured generalised response models, The supremum of chi-square processes, Weighted compound integration rules with higher order convergence for all \(N\), Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension, Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation, Further extension of a class of periodizing variable transformations for numerical integration, Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions, Digital net properties of a polynomial analogue of Frolov's construction, Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices, Local antithetic sampling with scrambled nets, Epi-convergent discretizations of multistage stochastic programs via integration quadratures, Intermediate rank lattice rules and applications to finance, A higher order Blokh-Zyablov propagation rule for higher order nets, On an example of finite hybrid quasi-Monte Carlo point sets, Generating inverse Gaussian random variates by approximation, Quasi-Monte Carlo methods with applications in finance, Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands, Construction algorithms for higher order polynomial lattice rules, Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications, Epi-convergent discretizations of stochastic programs via integration quadratures, A new class of equal-weight integration rules on the hypercube, Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights, Fast Fourier-Galerkin methods for solving singular boundary integral equations: Numerical integration and precondition, The smoothing effect of the ANOVA decomposition, Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces, Numerical contour integration for loop integrals, Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods, Cayley sum graphs and eigenvalues of \((3,6)\)-fullerenes, A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications, The ultratriangular form for prime-power lattice rules, Convergence analysis of some methods for minimizing a nonsmooth convex function, When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?, Lattices and dual lattices in optimal experimental design for Fourier models., Multidimensional pseudo-spectral methods on lattice grids, On the approximation of smooth functions using generalized digital nets, On stochastic formalisms in transition state theory, Advances in multidimensional integration, Error bounds for quasi-Monte Carlo integration with uniform point sets, Numerical integration over smooth surfaces in \(\mathbb R^3\) via class \(\mathcal I_{m}\) variable transformations. I: Smooth integrands, The effective dimension and quasi-Monte Carlo integration, A study of highly efficient stochastic sequences for multidimensional sensitivity analysis, Efficient lattice assessment for LCG and GLP parameter searches, Lattice meets lattice: application of lattice cubature to models in lattice gauge theory, QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND, Unnamed Item, Critical point and power calculations for the studentized range test for generally correlated means, Exponential convergence and tractability of multivariate integration for Korobov spaces, Quasi-Monte Carlo integration for twice differentiable functions over a triangle, The index of merit of \(k\)th-copy integration lattices, Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts, Constructing lattice rules based on weighted degree of exactness and worst case error, Probability Integrals of the Multivariate t Distribution, Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the Influence of Conformational Uncertainty in Biomolecular Solvation, A generative classification of mesh refinement rules with lattice transformations, Construction Schemes for Weighted Lattice Rules, Quasi-Monte Carlo Image Synthesis in a Nutshell, QMC Galerkin Discretization of Parametric Operator Equations, Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces, Fast discrete algorithms for sparse Fourier expansions of high dimensional functions, Physics-informed distribution transformers via molecular dynamics and deep neural networks, High-dimensional sparse FFT based on sampling along multiple rank-1 lattices, Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness, Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction, Learning multivariate functions with low-dimensional structures using polynomial bases, Unnamed Item, Multivariate Anisotropic Interpolation on the Torus, Reconstructing Multivariate Trigonometric Polynomials from Samples Along Rank-1 Lattices, Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives, Adaptive Multidimensional Integration Based on Rank-1 Lattices, Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve, On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K.K. Frolov, Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm, A note on the CBC-DBD construction of lattice rules with general positive weights, Lattice rules for nonperiodic smooth integrands, An intractability result for multiple integration, The exponent of discrepancy is at most 1.4778..., On efficient weighted integration via a change of variables, Alternative sampling methods for estimating multivariate normal probabilities, On the Numerical Availability of Multiple Comparison Procedures, On the variance of quadrature over scrambled nets and sequences, \(d2lri\): A nonadaptive algorithm for two-dimensional cubature, Lattice rules of minimal and maximal rank with good figures of merit, On an interpolatory method for high dimensional integration, Improving the rejection sampling method in quasi-Monte Carlo methods, Three- and four-dimensional 𝐾-optimal lattice rules of moderate trigonometric degree, Simulation-Based Optimality Tests for Stochastic Programs, Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches, Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness, Searching for extensible Korobov rules, Cubature formulas for function spaces with moderate smoothness, A generalized discrepancy and quadrature error bound, High dimensional numerical problems, Periodization strategy may fail in high dimensions, A novel class of symmetric and nonsymmetric periodizing variable transformations for numerical integration, Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains, Efficient multivariate approximation on the cube, Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces, A note on Korobov lattice rules for integration of analytic functions, Hiding the weights -- CBC black box algorithms with a guaranteed error bound, Low discrepancy sequences in high dimensions: how well are their projections distributed?, Determination of the rank of an integration lattice, Constructing good higher order polynomial lattice rules with modulus of reduced degree, Component-by-component construction of good lattice rules, Lattice rule algorithms for multivariate approximation in the average case setting, Variance reduction in sample approximations of stochastic programs, On the exponent of discrepancies, Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions, Good lattice rules in weighted Korobov spaces with general weights, The construction of extensible polynomial lattice rules with small weighted star discrepancy, Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation, The construction of good extensible rank-1 lattices, A multivariate fast discrete Walsh transform with an application to function interpolation, Control variates for quasi-Monte Carlo (with comments and rejoinder), Tight framelets and fast framelet filter bank transforms on manifolds, Good low degree rank-1 lattice rules of high dimension, Computation of the distribution of the maximum of stationary Gaussian processes, Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks, Fast automatic Bayesian cubature using lattice sampling, Transformed rank-1 lattices for high-dimensional approximation, A lower bound for rank 2 lattice rules, An Explicit Construction of Optimal Order Quasi--Monte Carlo Rules for Smooth Integrands, A note on isotropic discrepancy and spectral test of lattice point sets, Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification, Efficiency of the coordinate-exchange algorithm in constructing exact optimal discrete choice experiments, Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices, Comment on ``Probabilistic integration: a role in statistical computation?, Compositional falsification of cyber-physical systems with machine learning components, Good lattice rules based on the general weighted star discrepancy, The \(b\)-adic tent transformation for quasi-Monte Carlo integration using digital nets, Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces, The asymptotic efficiency of randomized nets for quadrature, Proof techniques in quasi-Monte Carlo theory, Approximation of multivariate periodic functions by trigonometric polynomials based on sampling along rank-1 lattice with generating vector of Korobov form, Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling, Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces, Multiple integration is intractable but not hopeless, 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, Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗, Testing multivariate uniformity and its applications
