Successive coordinate search and component-by-component construction of rank-1 lattice rules

DOI10.1007/978-3-319-91436-7_10zbMath1407.65008arXiv1703.06334OpenAlexW2810015330MaRDI QIDQ1722518

Adrian Ebert, Hernan Leövey, Dirk Nuyens

Publication date: 18 February 2019

Full work available at URL: https://arxiv.org/abs/1703.06334

zbMATH Keywords

numerical integrationlattice pointsquasi-Monte Carlo methodscomponent-by-component constructionsuccessive coordinate search algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (4)

Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters

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