4 papers · 1 filter
Universal -approximation using median lattice algorithms
Zexin Pan, Takashi Goda, Peter Kritzer
We study the problem of multivariate -approximation of functions in a weighted Korobov space using a median lattice-based algorithm recently proposed by the authors. In the or…
Dimension-independent convergence rates of randomized nets using median-of-means
Zexin Pan
Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimension…
Quasi-Monte Carlo confidence intervals using quantiles of randomized nets
Zexin Pan
Recent advances in quasi-Monte Carlo integration have shown that for linearly scrambled digital net estimators, the convergence rate can be dramatically improved by taking the medi…
-approximation using median lattice algorithms
Zexin Pan, Peter Kritzer, Takashi Goda
In this paper, we study the problem of multivariate -approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm,…