P. Kritzer

activity

20122026

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

45 citations · 84 across the 39 of their papers we have counts for

collaborators

Showing 2023Show all

3 papers · 1 filter

math.NA2023★ 1 cited

A unified treatment of tractability for approximation problems defined on Hilbert spaces

Onyekachi Emenike, Fred J. Hickernell, Peter Kritzer

A large literature specifies conditions under which the information complexity for a sequence of numerical problems defined for dimensions $1, 2, \dots$ grows at a moderate rate,…

math.NA2023

Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy

Michael Gnewuch, Peter Kritzer, Art B. Owen +1

Let $f : [0, 1]^{d} \to R$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $x_{0}, \dots, x_{n - 1} \in [0, 1]^{d}$ hav…

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}^{…