Pages that link to "Item:Q1265135"

The following pages link to When are quasi-Monte Carlo algorithms efficient for high dimensional integrals? (Q1265135):

Displaying 50 items.

• Quasi-Monte Carlo integration using digital nets with antithetics (Q273389) (← links)
• The acceptance-rejection method for low-discrepancy sequences (Q293509) (← links)
• A comment on ``Computational complexity of stochastic programming problems'' (Q312699) (← links)
• Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance (Q319625) (← links)
• Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations (Q340902) (← links)
• A note on equivalence of anchored and ANOVA spaces; lower bounds (Q346294) (← links)
• The \(p\)-adic diaphony of the Halton sequence (Q372728) (← links)
• Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy (Q398623) (← links)
• How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? (Q413476) (← links)
• Variance bounds and existence results for randomly shifted lattice rules (Q421840) (← links)
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows (Q422978) (← links)
• An efficient dimension-adaptive uncertainty propagation approach (Q426333) (← links)
• A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights (Q458162) (← links)
• Tractability using periodized generalized Faure sequences (Q478997) (← links)
• Hilbert space with reproducing kernel and uniform distribution preserving maps. I (Q483175) (← links)
• Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients (Q495544) (← links)
• A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (Q503308) (← links)
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
• Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions (Q511114) (← links)
• Quasi-Monte Carlo methods for lattice systems: a first look (Q525790) (← links)
• Construction algorithms for higher order polynomial lattice rules (Q544121) (← links)
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
• Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032) (← links)
• Tractability of approximating multivariate linear functionals (Q626530) (← links)
• A construction of polynomial lattice rules with small gain coefficients (Q644778) (← links)
• On the tractability of the Brownian bridge algorithm (Q652449) (← links)
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration (Q652450) (← links)
• Integration error for multivariate functions from anisotropic classes (Q652456) (← links)
• Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces (Q657645) (← links)
• Tractability results for weighted Banach spaces of smooth functions (Q657651) (← links)
• Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
• Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension (Q666631) (← links)
• Tractability of integration in non-periodic and periodic weighted tensor product Hilbert spaces (Q700172) (← links)
• Liberating the dimension (Q708310) (← links)
• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Construction algorithms for good extensible lattice rules (Q843720) (← links)
• Spline methods using integration lattices and digital nets (Q843727) (← links)
• QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach (Q843729) (← links)
• Multi-element probabilistic collocation method in high dimensions (Q846580) (← links)
• On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base (Q855890) (← links)
• Randomly shifted lattice rules for unbounded integrands (Q855892) (← links)
• Exact cubature for a class of functions of maximum effective dimension (Q855894) (← links)
• The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets (Q861659) (← links)
• A component-by-component approach to efficient numerical integration over products of spheres (Q870337) (← links)
• The construction of good extensible Korobov rules (Q873153) (← links)
• On the convergence rate of the component-by-component construction of good lattice rules (Q876817) (← links)
• Tractability of quasilinear problems. I: General results (Q880024) (← links)
• Generalized tractability for multivariate problems. I: Linear tensor product problems and linear information (Q883336) (← links)