On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics

DOI10.1007/978-3-642-41095-6_33zbMath1302.65021OpenAlexW43067412MaRDI QIDQ2926243

Frances Y. Kuo, Vasile Sinescu, Ian H. Sloan

Publication date: 31 October 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_33

zbMATH Keywords

convergenceerror boundquasi-Monte Carlo methodworst-case errortime series regressionquadrature errorrandomly shifted lattice rules

Mathematics Subject Classification ID

Related Items (5)

Ian Sloan and Lattice Rules ⋮ 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 ⋮ Infinite-dimensional integration and the multivariate decomposition method ⋮ Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence ⋮ Probabilistic integration: a role in statistical computation?

Cites Work

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• 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
• QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
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• On autocorrelation in a Poisson regression model
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• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
• High-dimensional integration: The quasi-Monte Carlo way

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