86 citations · 242 across the 30 of their papers we have counts for
3 papers · 1 filter
Random-prime--fixed-vector randomised lattice-based algorithm for high-dimensional integration
Frances Y. Kuo, Dirk Nuyens, Laurence Wilkes
We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the -dimensional weighted…
Comparison of Two Search Criteria for Lattice-based Kernel Approximation
Frances Y. Kuo, Weiwen Mo, Dirk Nuyens +2
The kernel interpolant in a reproducing kernel Hilbert space is optimal in the worst-case sense among all approximations of a function using the same set of function values. In thi…
Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
We describe a fast method for solving elliptic partial differential equations (PDEs) with uncertain coefficients using kernel interpolation at a lattice point set. By representing…