Strong tractability of integration using scrambled Niederreiter points

DOI10.1090/S0025-5718-05-01755-2MaRDI QIDQ5315422zbMATH OpenFDO

Authors Rong-Xian Yue, Fred J. Hickernell

Publication date 8 September 2005

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

zbMATH Keywords

Haar-like waveletsquasi Monte Carlo quadraturescrambled netweighted Sobolev-Hilbert space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cites work

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• scientific article; zbMATH DE number 1390101 (Why is no real title available?)
• A constructive approach to strong tractability using quasi-Monte Carlo algorithms
• Integration and approximation based on scramble sampling in arbitrary dimensions
• Integration and approximation in arbitrary dimensions
• Low-discrepancy and low-dispersion sequences
• Monte Carlo Variance of Scrambled Net Quadrature
• On the variance of quadrature over scrambled nets and sequences
• Optimal quadrature for Haar wavelet spaces
• Quasi-Monte Carlo methods can be efficient for integration over products of spheres
• Scrambled net variance for integrals of smooth functions
• Scrambling Sobol' and Niederreiter-Xing points
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
• The Mean Square Discrepancy of Scrambled (t,s)-Sequences
• The asymptotic efficiency of randomized nets for quadrature
• The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
• The mean square discrepancy of randomized nets
• The microstructure of \((t,m,s)\)-nets
• The price of pessimism for multidimensional quadrature
• Tractability of multivariate integration for periodic functions
• Tractability of multivariate integration for weighted Korobov classes
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(10)

• A construction of polynomial lattice rules with small gain coefficients
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• Scrambling Sobol' and Niederreiter-Xing points
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• Strong Tractability of Quasi‐Monte Carlo Quadrature Using Nets for Certain Banach Spaces
• Optimal quadrature for Haar wavelet spaces
• Integration and approximation based on scramble sampling in arbitrary dimensions
• Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
• Scrambled polynomial lattice rules for infinite-dimensional integration
• Error analysis on scrambled quasi-Monte Carlo quadrature rules using Sobol points

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