97 citations · 183 across the 32 of their papers we have counts for
47 papers
Comparison of Two Search Criteria for Lattice-based Kernel Approximation
Frances Y. Kuo, Weiwen Mo, Dirk Nuyens +2
The kernel interpolant in a reproducing kernel Hilbert space is optimal in the worst-case sense among all approximations of a function using the same set of function values. In thi…
Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
We describe a fast method for solving elliptic partial differential equations (PDEs) with uncertain coefficients using kernel interpolation at a lattice point set. By representing…
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan +1
In this paper we propose and analyse a method for estimating three quantities related to an Asian option: the fair price, the cumulative distribution function, and the probability…
Uncertainty quantification for random domains using periodic random variables
Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja +2
We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently in…
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2
We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints un…
Needlets Liberated
Johann S. Brauchart, Peter J. Grabner, Ian H. Sloan +1
Spherical needlets were introduced by Narcowich, Petrushev, and Ward to provide a multiresolution sequence of polynomial approximations to functions on the sphere. The needlet cons…