QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
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numerical integrationnumerical resultsreproducing kernel Hilbert spacesweighted Sobolev spacesdigital netsworst-case errorquasi-Monte Carlo (QMC) method
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Pseudo-random numbers; Monte Carlo methods (11K45)
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Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1222353 (Why is no real title available?)
- scientific article; zbMATH DE number 1790451 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- A class of generalized Walsh functions
- A lower estimate for the error of quadrature formulae for certain classes of functions
- Construction algorithms for polynomial lattice rules for multivariate integration
- Discrépance de suites associées à un système de numération (en dimension s)
- Duality for digital nets and its applications
- Duality theory and propagation rules for generalized digital nets
- Equidistribution properties of generalized nets and sequences
- Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Numerical integration using sparse grids
- On the exact \(t\)-value of Niederreiter and Sobol' sequences
- On the existence of higher order polynomial lattices based on a generalized figure of merit
- On the mean square weighted L2discrepancy of randomized digital (t,m,s)-nets over Z2
- The decay of the Walsh coefficients of smooth functions
- Tractability of multivariate integration for weighted Korobov classes
- Variance reduction via lattice rules
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(21)- Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- The mean square quasi-Monte Carlo error for digitally shifted digital nets
- Quasi-Monte Carlo integration using digital nets with antithetics
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere
- On the approximation of smooth functions using generalized digital nets
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
- Richardson extrapolation of polynomial lattice rules
- Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
- Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration
- Constructing good higher order polynomial lattice rules with modulus of reduced degree
- An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
- The \(b\)-adic tent transformation for quasi-Monte Carlo integration using digital nets
- The performance of semi-supervised Laplacian regularized regression with the least square loss
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Hilbert space with reproducing kernel and uniform distribution preserving maps. I
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness
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