4 papers
On a reduced digit-by-digit component-by-component construction of lattice point sets
Peter Kritzer, Onyekachi Osisiogu
In this paper, we study an efficient algorithm for constructing point sets underlying quasi-Monte Carlo integration rules for weighted Korobov classes. The algorithm presented is a…
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…
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…