Fast component-by-component construction, a reprise for different kernels
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Publication:5482377
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- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Richardson extrapolation of polynomial lattice rules
- Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Ian Sloan and Lattice Rules
- A construction of polynomial lattice rules with small gain coefficients
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Constructions of general polynomial lattices for multivariate integration
- Numerical integration in log-Korobov and log-cosine spaces
- On a projection-corrected component-by-component construction
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
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- Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
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- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
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- Fast QMC matrix-vector multiplication
- Construction of interlaced polynomial lattice rules for infinitely differentiable functions
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces
- Computational higher order quasi-Monte Carlo integration
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction
- Proof techniques in quasi-Monte Carlo theory
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Constructing good higher order polynomial lattice rules with modulus of reduced degree
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices
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