Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
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Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 193053 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- A generalized discrepancy and quadrature error bound
- Component-by-component construction of good lattice rules
- Component-by-component construction of good lattice rules with a composite number of points
- Construction algorithms for good extensible lattice rules
- Existence of good lattice points in the sense of Hlawka
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- Finite-order weights imply tractability of multivariate integration
- Good lattice rules based on the general weighted star discrepancy
- 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
- Infinite-dimensional quadrature and approximation of distributions
- Liberating the dimension
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Quadrature Error Bounds with Applications to Lattice Rules
- Quasi-Monte Carlo methods with applications in finance
- Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
- The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
- The existence of good extensible rank-1 lattices
- Tractability of quasilinear problems. I: General results
- Variance reduction via lattice rules
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(12)- Variance bounds and existence results for randomly shifted lattice rules
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Construction schemes for weighted lattice rules
- Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
- On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
- On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- On the distribution of integration error by randomly-shifted lattice rules
- On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
- Good lattice rules based on the general weighted star discrepancy
- Constructing lattice rules based on weighted degree of exactness and worst case error
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