67 citations · 296 across the 28 of their papers we have counts for
4 papers · 2 filters
Numerical integration in -Korobov and -cosine spaces
Josef Dick, Peter Kritzer, Gunther Leobacher +1
QMC rules are equal weight quadrature rules for approximating integrals over . One line of research studies the integration error of functions in the unit ball of so-calle…
High-dimensional integration on , weighted Hermite spaces, and orthogonal transforms
Christian Irrgeher, Gunther Leobacher
It has been found empirically that quasi-Monte Carlo methods are often efficient for very high-dimensional problems, that is, with dimension in the hundreds or even thousands. The…
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
Josef Dick, Peter Kritzer, Gunther Leobacher +1
Lattice rules and polynomial lattice rules are quadrature rules for approximating integrals over the -dimensional unit cube. Since no explicit constructions of such quadrature m…
Integration in Hermite spaces of analytic functions
Christian Irrgeher, Peter Kritzer, Gunther Leobacher +1
We study integration in a class of Hilbert spaces of analytic functions defined on the . The functions are characterized by the property that their Hermite coefficien…