Discrepancy theory and quasi-Monte Carlo integration
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- A best lower bound for good lattice points
- A lower bound on a quantity related to the quality of polynomial lattices
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- Algorithm 823
- Bounds and constructions for the star-discrepancy via \(\delta\)-covers
- Bounds for the weighted \(L^p\) discrepancy and tractability of integration
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- Component-by-component construction of low-discrepancy point sets of small size
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
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- Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy
- Construction algorithms for polynomial lattice rules for multivariate integration
- Construction algorithms for higher order polynomial lattice rules
- Construction of good rank-1 lattice rules based on the weighted star discrepancy
- Construction of low-discrepancy point sets of small size by bracketing covers and dependent randomized rounding
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
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- Covering numbers, dyadic chaining and discrepancy
- Cubature formulas, discrepancy, and nonlinear approximation
- Deterministic and stochastic error bounds in numerical analysis
- Discrépance de suites associées à un système de numération (en dimension s)
- Duality theory and propagation rules for generalized digital nets
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Equidistribution properties of generalized nets and sequences
- Existence of good lattice points in the sense of Hlawka
- Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions
- Explicit constructions in the classical mean squares problem in irregularities of point distribution
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- Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems
- General discrepancy estimates: the Walsh function system
- Geometric discrepancy. An illustrated guide
- Good lattice rules in weighted Korobov spaces with general weights
- Good lattice rules with a composite number of points based on the product weighted star discrepancy
- Harmonic analysis on totally disconnected groups and irregularities of point distributions
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
- Improved upper bounds on the star discrepancy of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Infinite-dimensional integration on weighted Hilbert spaces
- Irregularities of distribution, VII
- Liberating the weights
- Low discrepancy polynomial lattice point sets
- Low-discrepancy and low-dispersion sequences
- Low-discrepancy point sets obtained by digital constructions over finite fields
- Low-discrepancy sequences and global function fields with many rational places
- Minoration de la discrépance d'une suite quelconque sur T
- Monte Carlo Variance of Scrambled Net Quadrature
- Monte Carlo and Quasi-Monte Carlo Methods 2004
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces
- Nets obtained from rational functions over finite fields
- Note on irregularities of distribution
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- On Computing the Lattice Rule Criterion R
- On irregularities of distribution
- On irregularities of distribution
- On irregularities of distribution, III
- On irregularities of distribution, IV
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- On the \(L_2\)-discrepancy for anchored boxes
- On the asymptotic distribution of scrambled net quadrature.
- On the convergence rate of the component-by-component construction of good lattice rules
- On the distribution of points in a cube and the approximate evaluation of integrals
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- On the existence of higher order polynomial lattices based on a generalized figure of merit
- On the mean square weighted L2discrepancy of randomized digital (t,m,s)-nets over Z2
- On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base
- On the small ball inequality in all dimensions
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
- Optimal \(\mathcal {L}_{2}\) discrepancy bounds for higher order digital sequences over the finite field \(\mathbb {F}_{2}\)
- Optimal quadrature for Haar wavelet spaces
- Orthogonality and Digit Shifts in the Classical Mean Squares Problem in Irregularities of Point Distribution
- Polynomial lattice point sets
- Quasi–Monte Carlo Numerical Integration on $\mathbb{R}^s$: Digital Nets and Worst-Case Error
- Rational functions with partial quotients of small degree in their continued fraction expansion
- Scrambled net variance for integrals of smooth functions
- Some applications of multidimensional integration by parts
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Sums of Distances Between Points on a Sphere. II
- Sums of distances to the nearest integer and the discrepancy of digital nets
- The decay of the Walsh coefficients of smooth functions
- The discrepancy of the Korobov lattice points
- The existence of good extensible rank-1 lattices
- The inverse of the star-discrepancy depends linearly on the dimension
- Theory of Reproducing Kernels
- Three- and four-dimensional \(K\)-optimal lattice rules of moderate trigonometric degree
- Tractability of multivariate integration for weighted Korobov classes
- Tractability of multivariate problems. Volume I: Linear information
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Tractability of multivariate problems. Volume III: Standard information for operators
- Tractability properties of the weighted star discrepancy
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
- When are integration and discrepancy tractable?
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Zur angenäherten Berechnung mehrfacher Integrale
- \(L_2\) discrepancy and multivariate integration
- Über die Diskrepanz mehrdimensionaler Folgen mod 1
Cited in
(24)- Rank-based testing for semiparametric VAR models: a measure transportation approach
- A Monte Carlo method for integration of multivariate smooth functions
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
- Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- An upper bound on the minimal dispersion
- Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
- Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
- Discrepancy behaviour in the non-asymptotic regime
- A lower bound for the dispersion on the torus
- Deterministic constructions of high-dimensional sets with small dispersion
- Uniform distribution and quasi-Monte Carlo methods. Discrepancy, integration and applications. Based on invited talks of the workspop, Linz, Austria, October 14--18, 2013
- Expected integration approximation under general equal measure partition
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- On weak tractability of the Clenshaw-Curtis Smolyak algorithm
- Proof techniques in quasi-Monte Carlo theory
- The nonzero gain coefficients of Sobol's sequences are always powers of two
- Complexity analysis of quasi continuous level Monte Carlo
- Change of variable in spaces of mixed smoothness and numerical integration of multivariate functions on the unit cube
- The power of online thinning in reducing discrepancy
- Some results on the complexity of numerical integration
- The role of Frolov's cubature formula for functions with bounded mixed derivative
- A nonlocal functional promoting low-discrepancy point sets
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