Discrepancy theory and quasi-Monte Carlo integration

DOI10.1007/978-3-319-04696-9_9zbMATH Open1358.11086OpenAlexW78572047MaRDI QIDQ5264199FDOQ5264199

Authors: Josef Dick, Friedrich Pillichshammer 

Publication date: 24 July 2015

Published in: A Panorama of Discrepancy Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04696-9_9

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zbMATH Keywords

digital netstractabilityweighted function spacesquasi-Monte Carlo integration

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

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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
• Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
• An upper bound on the minimal dispersion
• 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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