45 citations · 84 across the 39 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…