Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate

DOI10.1090/mcom/3769zbMath1504.11085arXiv2109.11694OpenAlexW3202048502MaRDI QIDQ5103758

Kosuke Suzuki, Josef Dick, Takashi Goda

Publication date: 8 September 2022

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11694

zbMATH Keywords

numerical integrationrandomized algorithmsquasi-Monte Carlocomponent-by-component constructionrank-1 lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (3)

Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration ⋮ Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series ⋮ A Universal Median Quasi-Monte Carlo Integration

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