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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}^{…
Tractability of -approximation and integration in weighted Hermite spaces of finite smoothness
Gunther Leobacher, Friedrich Pillichshammer, Adrian Ebert
In this paper we consider integration and -approximation for functions over $\RR^s$ from weighted Hermite spaces. The first part of the paper is devoted to a comparison of sev…
Tractability of approximation in the weighted Korobov space in the worst-case setting
Adrian Ebert, Peter Kritzer, Friedrich Pillichshammer
In this paper we consider -approximation, , of periodic functions from weighted Korobov spaces. In particular, we discuss tractability properties of such p…
Tractability of approximation in the weighted Korobov space in the worst-case setting -- a complete picture
Adrian Ebert, Friedrich Pillichshammer
In this paper, we study tractability of -approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product…
Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction
Adrian Ebert, Peter Kritzer, Onyekachi Osisiogu +1
We study the efficient construction of good polynomial lattice rules, which are special instances of quasi-Monte Carlo (QMC) methods. The integration rules obtained are of particul…
Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
Adrian Ebert, Peter Kritzer, Onyekachi Osisiogu +1
We consider the efficient construction of polynomial lattice rules, which are special cases of so-called quasi-Monte Carlo (QMC) rules. These are of particular interest for the app…