3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.NA2023
The fast reduced QMC matrix-vector product
Josef Dick, Adrian Ebert, Lukas Herrmann +2
We study the approximation of integrals , where is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{…
math.NA2023
A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure
Marcello Longo, Christoph Schwab, Andreas Stein
We propose a novel a-posteriori error estimation technique where the target quantities of interest are ratios of high-dimensional integrals, as occur e.g. in PDE constrained Bayesi…
math.NA2020★ 3 cited
Higher-order Quasi-Monte Carlo Training of Deep Neural Networks
M. Longo, S. Mishra, T. K. Rusch +1
We present a novel algorithmic approach and an error analysis leveraging Quasi-Monte Carlo points for training deep neural network (DNN) surrogates of Data-to-Observable (DtO) maps…