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We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one by Basu and Owen (2015) as a special case, which achieves…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We study multivariate numerical integration of smooth functions in weighted Sobolev spaces with dominating mixed smoothness $\alpha\geq 2$ defined over the $s$-dimensional unit cube. We propose a new quasi-Monte Carlo (QMC)-based quadrature…

Numerical Analysis · Mathematics 2019-12-09 Josef Dick , Takashi Goda , Takehito Yoshiki

Quasi-Monte Carlo (QMC) methods are equal weight quadrature rules to approximate integrals over the unit cube with respect to the uniform measure. In this paper we discuss QMC integration with respect to general product measures defined on…

Numerical Analysis · Mathematics 2020-09-16 Josef Dick , Friedrich Pillichshammer

This short article studies a deterministic quasi-Monte Carlo lattice rule in weighted unanchored Sobolev spaces of smoothness $1$. Building on the error analysis by Kazashi and Sloan, we prove the existence of unshifted rank-1 lattice rules…

Numerical Analysis · Mathematics 2025-04-22 Takashi Goda

In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for…

Numerical Analysis · Mathematics 2020-01-17 Peter Kritzer , Friedrich Pillichshammer , G. W. Wasilkowski

We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point set. The main result of this paper is that the mean squared error for a given compactly supported, square-integrable function is…

Numerical Analysis · Mathematics 2017-06-22 Mario Ullrich

We approximate $d$-variate periodic functions in weighted Korobov spaces with general weight parameters using $n$ function values at lattice points. We do not limit $n$ to be a prime number, as in currently available literature, but allow…

Numerical Analysis · Mathematics 2022-09-05 Frances Y. Kuo , Weiwen Mo , Dirk Nuyens

We seek shifted lattice rules that are good for high dimensional integration over the unit cube in the setting of an unanchored weighted Sobolev space of functions with square-integrable mixed first derivatives. Many existing studies rely…

Numerical Analysis · Mathematics 2019-03-14 Yoshihito Kazashi , Frances Y. Kuo , Ian H. Sloan

In this paper we analyze the approximation of multivariate integrals over the Euclidean plane for functions which are analytic. We show explicit upper bounds which attain the exponential rate of convergence. We use an infinite grid with…

Numerical Analysis · Mathematics 2018-03-19 Dong T. P. Nguyen , Dirk Nuyens

In this paper, we study the problem of multivariate $L_2$-approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm, inspired by median integration rules, which have attracted…

Numerical Analysis · Mathematics 2025-11-04 Zexin Pan , Peter Kritzer , Takashi Goda

We consider the approximate recovery of multivariate periodic functions from a discrete set of function values taken on a rank-$s$ integration lattice. The main result is the fact that any (non-)linear reconstruction algorithm taking…

Numerical Analysis · Mathematics 2016-08-02 Glenn Byrenheid , Lutz Kämmerer , Tino Ullrich , Toni Volkmer

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

Numerical Analysis · Mathematics 2024-04-16 Huicong Zhong , Xiaobing Feng

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Quasi-Monte Carlo rules are equal weight quadrature rules defined over the domain $[0,1]^s$. Here we introduce quasi-Monte Carlo type rules for numerical integration of functions defined on $\mathbb{R}^s$. These rules are obtained by way of…

Numerical Analysis · Mathematics 2010-11-12 Josef Dick

We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…

Computation · Statistics 2026-01-19 Valerie N. P. Ho , Art B. Owen , Zexin Pan

The search for multivariate quadrature rules of minimal size with a specified polynomial accuracy has been the topic of many years of research. Finding such a rule allows accurate integration of moments, which play a central role in many…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Akil Narayan

In this paper we investigate multivariate integration in weighted unanchored Sobolev spaces of smoothness of arbitrarily high order. As quadrature points we employ higher order polynomial lattice point sets over $\mathbb{F}_{2}$ which are…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by…

Numerical Analysis · Mathematics 2014-02-17 Johann S. Brauchart , Josef Dick

Rank-1 lattice rules are a class of equally weighted quasi-Monte Carlo methods that achieve essentially linear convergence rates for functions in a reproducing kernel Hilbert space (RKHS) characterized by square-integrable first-order mixed…

Numerical Analysis · Mathematics 2025-06-06 Vesa Kaarnioja , Ilja Klebanov , Claudia Schillings , Yuya Suzuki