Liberating the weights
From MaRDI portal
Publication:1888371
DOI10.1016/j.jco.2003.06.002zbMath1089.65005OpenAlexW2079366547MaRDI QIDQ1888371
Xiaoqun Wang, Josef Dick, Ian H. Sloan, Henryk Woźniakowski
Publication date: 23 November 2004
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2003.06.002
Related Items (40)
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces ⋮ Finite-order weights imply tractability of multivariate integration ⋮ The weighted star discrepancy of Korobov’s $p$-sets ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ Construction algorithms for good extensible lattice rules ⋮ Randomly shifted lattice rules for unbounded integrands ⋮ Exact cubature for a class of functions of maximum effective dimension ⋮ A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design ⋮ Construction algorithms for polynomial lattice rules for multivariate integration ⋮ QMC Galerkin Discretization of Parametric Operator Equations ⋮ The construction of good extensible Korobov rules ⋮ On Figures of Merit for Randomly-Shifted Lattice Rules ⋮ Complexity and effective dimension of discrete Lévy areas ⋮ Some Results on the Complexity of Numerical Integration ⋮ Level set methods for stochastic discontinuity detection in nonlinear problems ⋮ Tractability using periodized generalized Faure sequences ⋮ Anchor Points Matter in ANOVA Decomposition ⋮ Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation ⋮ Periodization strategy may fail in high dimensions ⋮ Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs ⋮ Low discrepancy sequences in high dimensions: how well are their projections distributed? ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Tractability properties of the weighted star discrepancy ⋮ On decompositions of multivariate functions ⋮ Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions ⋮ Good lattice rules in weighted Korobov spaces with general weights ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ Quasi-Monte Carlo methods can be efficient for integration over products of spheres ⋮ Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation ⋮ The construction of good extensible rank-1 lattices ⋮ Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections ⋮ A Taylor space for multivariate integration ⋮ Infinite-dimensional integration on weighted Hilbert spaces ⋮ Dyadic diaphony of digital nets over \(\mathbb Z_2\) ⋮ Diaphony, discrepancy, spectral test and worst-case error ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration ⋮ Calculation of Discrepancy Measures and Applications ⋮ Quasi-Monte Carlo methods for linear two-stage stochastic programming problems ⋮ Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
Cites Work
- Unnamed Item
- On the tractability of the Brownian bridge algorithm
- Tractability of integration in non-periodic and periodic weighted tensor product Hilbert spaces
- The jackknife estimate of variance
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Tractability of multivariate integration for periodic functions
- Tractability of multivariate integration for weighted Korobov classes
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- The effective dimension and quasi-Monte Carlo integration
- Component-by-component construction of good lattice rules with a composite number of points
- Weighted tensor product algorithms for linear multivariate problems
- Computing a family of reproducing kernels for statistical applications
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- A generalized discrepancy and quadrature error bound
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Some applications of multidimensional integration by parts
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Intractability results for integration and discrepancy
This page was built for publication: Liberating the weights
