31 citations · 31 across the 3 of their papers we have counts for
3 papers
cs.MS2021
Quasi-Monte Carlo Software
Sou-Cheng T. Choi, Fred J. Hickernell, R. Jagadeeswaran +2
Practitioners wishing to experience the efficiency gains from using low discrepancy sequences need correct, robust, well-written software. This article, based on our MCQMC 2020 tut…
math.NA2018
Comment on "Probabilistic Integration: A Role in Statistical Computation?"
Fred J. Hickernell, R. Jagadeeswaran
Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assu…
math.NA2018★ 31 cited
Fast Automatic Bayesian Cubature Using Lattice Sampling
R. Jagadeeswaran, Fred J. Hickernell
Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determi…