Related papers: Tent-transformed lattice rules for integration and…
We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…
In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the…
This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…
A variety of techniques have been developed for the approximation of non-periodic functions. In particular, there are approximation techniques based on rank-$1$ lattices and transformed rank-$1$ lattices, including methods that use sampling…
In this paper, we study an efficient algorithm for constructing node sets of high-quality quasi-Monte Carlo integration rules for weighted Korobov, Walsh, and Sobolev spaces. The algorithm presented is a reduced fast successive coordinate…
In the setting of $d$-variate periodic functions, often modelled as functions on the torus $\mathbb{T}^d\cong[0,1]^d$, the classical tensorized Fourier system is the system of choice for many applications. Turning to non-periodic functions…
We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space $H_{d,\alpha,\gamma}$ with smoothness $\alpha>1/2$ in the Lebesgue norm $L_p([0,1]^d)$ for $1\le p\le\infty$. We analyze a \emph{median…
An existence result is presented for the worst-case error of lattice rules for high dimensional integration over the unit cube, in an unanchored weighted space of functions with square-integrable mixed first derivatives. Existing studies…
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…
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…
QMC rules are equal weight quadrature rules for approximating integrals over $[0,1]^s$. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic…
In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable…
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…
We study numerical integration for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. In particular, we are interested in how the error depends on the dimension $d$. Many…
We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…
In a series of papers, in 1993, 1994 & 1996, Sloan & Niederreiter introduced a modification of lattice rules for non-periodic functions, called "vertex modified lattice rules"', and a particular breed called "optimal vertex modified lattice…
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…
In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…
In a recent article by two of the present authors it turned out that Frolov's cubature formulae are optimal and universal for various settings (Besov-Triebel-Lizorkin spaces) of functions with dominating mixed smoothness. Those cubature…
We study quasi-Monte Carlo (QMC) methods for numerical integration of multivariate functions defined over the high-dimensional unit cube. Lattice rules and polynomial lattice rules, which are special classes of QMC methods, have been…