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math.NA2020
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…
math.NA2020
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
Adrian Ebert, Peter Kritzer, Dirk Nuyens +1
Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-1 lattice rule to approximate an -dimensional integr…