activity
20152022
most citedFrom van der Corput to modern constructions of sequences for quasi-Monte Carlo rules

45 citations · 46 across the 8 of their papers we have counts for

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7 papers · 1 filter

math.NA2021

Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction

Adrian Ebert, Peter Kritzer, Onyekachi Osisiogu +1

We study the efficient construction of good polynomial lattice rules, which are special instances of quasi-Monte Carlo (QMC) methods. The integration rules obtained are of particul…

math.NA2020

Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces

Adrian Ebert, Peter Kritzer, Onyekachi Osisiogu +1

We consider the efficient construction of polynomial lattice rules, which are special cases of so-called quasi-Monte Carlo (QMC) rules. These are of particular interest for the app…

math.NA2020

Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitrary linear functionals

Peter Kritzer, Friedrich Pillichshammer, Henryk Woźniakowski

We study the approximation of compact linear operators defined over certain weighted tensor product Hilbert spaces. The information complexity is defined as the minimal number of a…

math.NA2020

On Quasi-Monte Carlo Methods in Weighted ANOVA Spaces

Peter Kritzer, Friedrich Pillichshammer, G. W. Wasilkowski

In the present paper we study quasi-Monte Carlo rules for approximating integrals over the -dimensional unit cube for functions from weighted Sobolev spaces of regularity one. W…

math.NA2020

Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness

Adrian Ebert, Peter Kritzer, Dirk Nuyens +1

Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-1 lattice rule to approximate an -dimensional integr…

math.NA20191 cited

On alternative quantization for doubly weighted approximation and integration over unbounded domains

P. Kritzer, F. Pillichshammer, L. Plaskota +1

It is known that for a -weighted -approximation of single variable functions with the th derivatives in a -weighted space, the minimal error of approximatio…