J. Dick

activity

20112026

most citedConsistency of Markov chain quasi-Monte Carlo on continuous state spaces

39 citations · 72 across the 13 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.NA2023

The fast reduced QMC matrix-vector product

Josef Dick, Adrian Ebert, Lukas Herrmann +2

We study the approximation of integrals $\int_{D} f (x^{⊤} A) d μ (x)$ , where $A$ is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{…

math.NA2023

Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation

Tiangang Cui, Josef Dick, Friedrich Pillichshammer

We study numerical integration over bounded regions in $R^{s}, s \geq 1$ with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, wh…