相关论文: Digit-by-digit and component-by-component construc…

We study the multivariate integration problem for periodic functions from the weighted Korobov space in the randomized setting. We introduce a new randomized rank-1 lattice rule with a randomly chosen number of points, which avoids the need…

Higher order scrambled digital nets are randomized quasi-Monte Carlo rules which have recently been introduced in [J. Dick, Ann. Statist., 39 (2011), 1372--1398] and shown to achieve the optimal rate of convergence of the root mean square…

We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…

This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of…

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…

In this paper we study lattice rules which are cubature formulae to approximate integrands over the unit cube $[0,1]^s$ from a weighted reproducing kernel Hilbert space. We assume that the weights are independent random variables with a…

Quasi-Monte Carlo (QMC) is an essential tool for integral approximation, Bayesian inference, and sampling for simulation in science, etc. In the QMC area, the rank-1 lattice is important due to its simple operation, and nice properties for…

In this paper we present the first known deterministic algorithm for the construction of multiple rank-1 lattices for the approximation of periodic functions of many variables. The algorithm works by converting a potentially large…

In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…

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…

Recently, Branco da Silva and Silva described an efficient encoding and decoding algorithm for Construction D$^\prime$ lattices. Using their algorithm, we propose a Construction D$^\prime$ lattice based on binary quasi-cyclic low-density…

We prove upper bounds on the order of convergence of lattice based algorithms for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition. More precisely, we study…

Quadrature rules using higher order digital nets and sequences are known to exploit the smoothness of a function for numerical integration and to achieve an improved rate of convergence as compared to classical digital nets and sequences…

We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…

In this paper we construct polynomial lattice rules which have, in some sense, small gain coefficients using a component-by-component approach. The gain coefficients, as introduced by Owen, indicate to what degree the method improves upon…

A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on $\ell_p$ semi-norms. Good lattice rules and polynomial lattice rules are defined as those obtaining worst-case errors bounded by…

We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…

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…

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…