Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1728257
- A construction of polynomial lattice rules with small gain coefficients
- scientific article; zbMATH DE number 2051209
- Construction algorithms for polynomial lattice rules for multivariate integration
- Variance bounds and existence results for randomly shifted lattice rules
Cited in
(29)- On polynomial-time property for a class of randomized quadratures
- Generation and application of multivariate polynomial quadrature rules
- A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo
- On the existence of higher order polynomial lattices based on a generalized figure of merit
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Exact sampling with highly uniform point sets
- Constructions of (t,m,s)-nets and (t,s)-sequences
- Consistency of randomized integration methods
- scientific article; zbMATH DE number 1728257 (Why is no real title available?)
- The b-adic diaphony as a tool to study pseudo-randomness of nets
- Variance reduction via lattice rules
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Multidimensional numerical integration using pseudorandom numbers
- Stochastic Integration Rules for Infinite Regions
- INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Construction algorithms for polynomial lattice rules for multivariate integration
- On figures of merit for randomly-shifted lattice rules
- Constructions of general polynomial lattices for multivariate integration
- A Tool for Custom Construction of QMC and RQMC Point Sets
- A Universal Median Quasi-Monte Carlo Integration
- A lower bound on a quantity related to the quality of polynomial lattices
- A construction of polynomial lattice rules with small gain coefficients
- A search for short-period Tausworthe generators over Fb with application to Markov chain quasi-Monte Carlo
- Spline methods using integration lattices and digital nets
- Randomly shifted lattice rules for unbounded integrands
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- Quasi-Monte Carlo methods with applications in finance
This page was built for publication: Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4442135)