Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces

DOI10.1016/J.JCO.2011.02.003MaRDI QIDQ657645zbMATH OpenOpenAlexFDO

Authors Michael Gnewuch

Publication date 10 January 2012

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2011.02.003

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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Cites work

• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• A generalized discrepancy and quadrature error bound
• Average case complexity of multivariate integration
• Deterministic and probabilistic discrepancies
• Error reduction techniques in quasi-Monte Carlo integration.
• Geometric discrepancy. An illustrated guide
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• Liberating the dimension
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• On \(G\)-discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences
• On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
• Quasi-Random Sequences and Their Discrepancies
• Relaxed verification for continuous problems
• Some applications of multidimensional integration by parts
• The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
• Theory of Reproducing Kernels
• Tractability of infinite-dimensional integration in the worst case and randomized settings
• When are integration and discrepancy tractable?
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• \(L_2\) discrepancy and multivariate integration

Cited in

(19)

• On the dependence of the reproducing kernel on the weight of integration
• On weighted Hilbert spaces and integration of functions of infinitely many variables
• Uniform distribution, discrepancy, and reproducing kernel Hilbert spaces
• \(L_2\) discrepancy and multivariate integration
• Weighted discrepancy and high-dimensional numerical integration
• Curve based approximation of measures on manifolds by discrepancy minimization
• Weighted discrepancy and numerical integration in function spaces
• Asymptotic behavior of average L_p-discrepancies
• From optimal transport to discrepancy
• Faber systems and their use in sampling, discrepancy, numerical integration
• Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold
• Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions
• Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
• Calculation of discrepancy measures and applications
• Discrepancy theory and quasi-Monte Carlo integration
• Infinite-dimensional integration on weighted Hilbert spaces
• Infinite-dimensional integration and the multivariate decomposition method
• Entropy, Randomization, Derandomization, and Discrepancy
• A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness

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