86 citations · 242 across the 30 of their papers we have counts for
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math.NA2015
Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems
Frances Y. Kuo, Robert Scheichl, Christoph Schwab +2
In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion proble…
math.NA2015
Fast QMC matrix-vector multiplication
Josef Dick, Frances Y. Kuo, Quoc T. Le Gia +1
Quasi-Monte Carlo (QMC) rules can be used to approximate integrals of the form $\int_{[0,1]^s} f(\boldsymbol{y} A) \,\mathrm{d} \boldsy…
math.NA2015
Infinite-dimensional integration and the multivariate decomposition method
Frances Y. Kuo, Dirk Nuyens, Leszek Plaskota +2
We further develop the \emph{Multivariate Decomposition Method} (MDM) for the Lebesgue integration of functions of infinitely many variables with respect to a…