58 citations · 246 across the 21 of their papers we have counts for
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math.NA2019★ 12 cited
On Negatively Dependent Sampling Schemes, Variance Reduction, and Probabilistic Upper Discrepancy Bounds
Michael Gnewuch, Marcin Wnuk, Nils Hebbinghaus
We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlyin…
math.NA2019★ 6 cited
Note on Pairwise Negative Dependence of Randomized Rank-1 Lattices
Marcin Wnuk, Michael Gnewuch
In her recent paper [Negative dependence, scrambled nets, and variance bounds. Math. Oper. Res. 43 (2018), 228-251] Christiane Lemieux studied a framework to analyze the dependence…
math.NA2019★ 6 cited
Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
Michael Gnewuch, Marcin Wnuk
Smolyak's method, also known as hyperbolic cross approximation or sparse grid method, is a powerful tool to tackle multivariate tensor product problems solely with the help of effi…