Strong tractability of integration using scrambled Niederreiter points

DOI10.1090/S0025-5718-05-01755-2zbMATH Open1079.65011MaRDI QIDQ5315422FDOQ5315422

Authors: Rong-Xian Yue, Fred J. Hickernell 

Publication date: 8 September 2005

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

Recommendations

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• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• Scrambled polynomial lattice rules for infinite-dimensional integration

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)

Cites Work

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Cited In (10)

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

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