Related papers: Monte Carlo Cubature Construction
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
In this contribution we introduce a mixed interpolation-regression operator for functions defined in some domains of the plane. We focus the attention on the ellipse, an annulus and a polygon. An upper bound for such an operator is…
We motive and calculate Newton--Cotes quadrature integration variance and compare it directly with Monte Carlo (MC) integration variance. We find an equivalence between deterministic quadrature sampling and random MC sampling by noting that…
Efficient methods are proposed, for computing integrals appeaing in electronic structure calculations. The methods consist of two parts: the first part is to represent the integrals as contour integrals and the second one is to evaluate the…
We present a novel technique to parametrize experimental data, based on the construction of a probability measure in the space of functions, which retains the full experimental information on errors and correlations. This measure is…
A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
This paper considers the challenging computational task of estimating nested expectations. Existing algorithms, such as nested Monte Carlo or multilevel Monte Carlo, are known to be consistent but require a large number of samples at both…
Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…
This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration…
We prove lower bounds for the error of optimal cubature formulae for $d$-variate functions from Besov spaces of mixed smoothness $B^{\alpha}_{p,\theta}({\mathbb G}^d)$ in the case $0 < p, \theta \le \infty$ and $\alpha > 1/p$, where…
Capture calculus has recently been proposed as a solution to effect checking, achieved by tracking the captured references of terms in the types. Boxes, along with the box and unbox operations, are a crucial construct in capture calculus,…
We construct cubature formulas on spheres supported by homothetic images of shells in some Euclidian lattices. Our analysis of these cubature formulas uses results from the theory of modular forms. Examples are worked out on the sphere of…
This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $\mathbb{R}^s$. IS introduces a multiplicative adjustment to the integrand by compensating the sampling from the proposal…
In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased…
We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming…
This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…
Positive cubature rules of degree 4 and 5 on the $d$-dimensional simplex are constructed and used to construct cubature rules of index 8 or degree 9 on the unit sphere. The latter ones lead to explicit isometric embedding among the…
In this paper, we analyse a method for approximating the distribution function and density of a random variable that depends in a non-trivial way on a possibly high number of independent random variables, each with support on the whole real…
It is a widely held view that analytical integration is more accurate than the numerical one. In some special cases, however, numerical integration can be more advantageous than analytical integration. In our paper we show this benefit for…