86 citations · 242 across the 30 of their papers we have counts for
3 papers · 1 filter
Worst-case error for unshifted lattice rules without randomisation
Yoshihito Kazashi, Frances Y. Kuo, Ian H. Sloan
An existence result is presented for the worst-case error of lattice rules for high dimensional integration over the unit cube, in an unanchored weighted space of functions with sq…
Hiding the weights -- CBC black box algorithms with a guaranteed error bound
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
The component-by-component (CBC) algorithm is a method for constructing good generating vectors for lattice rules for the efficient computation of high-dimensional integrals in the…
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo +2
We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random…