25 citations · 25 across the 5 of their papers we have counts for
7 papers
Sparse tensor product approximation for a class of generalized method of moments estimators
Alexandros Gilch, Michael Griebel, Jens Oettershagen
Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for the evaluation of complex…
Maximum Approximated Likelihood Estimation
Michael Griebel, Florian Heiss, Jens Oettershagen +1
Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature…
Optimally rotated coordinate systems for adaptive least-squares regression on sparse grids
Bastian Bohn, Michael Griebel, Jens Oettershagen
For low-dimensional data sets with a large amount of data points, standard kernel methods are usually not feasible for regression anymore. Besides simple linear models or involved…
Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces
Christopher Kacwin, Jens Oettershagen, Mario Ullrich +1
In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spac…
On the orthogonality of the Chebyshev-Frolov lattice and applications
Christopher Kacwin, Jens Oettershagen, Tino Ullrich
We deal with lattices that are generated by the Vandermonde matrices associated to the roots of Chebyshev-polynomials. If the dimension of the lattice is a power of two, i.e. $…
Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
Aicke Hinrichs, Lev Markhasin, Jens Oettershagen +1
We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces with dominating mixed smoothnes…
Optimal point sets for quasi-Monte Carlo integration of bivariate periodic functions with bounded mixed derivatives
Aicke Hinrichs, Jens Oettershagen
We investigate quasi-Monte Carlo (QMC) integration of bivariate periodic functions with dominating mixed smoothness of order one. While there exist several QMC constructions which…