7 citations · 12 across the 4 of their papers we have counts for
3 papers · 1 filter
Adaptive Quasi-Monte Carlo Methods for Cubature
Fred J. Hickernell, Lluís Antoni Jiménez Rugama, Da Li
High dimensional integrals can be approximated well by quasi-Monte Carlo methods. However, determining the number of function values needed to obtain the desired accuracy is diffic…
Adaptive Multidimensional Integration Based on Rank-1 Lattices
Lluís Antoni Jiménez Rugama, Fred J. Hickernell
Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi…
Reliable Adaptive Cubature Using Digital Sequences
Fred J. Hickernell, Lluís Antoni Jiménez Rugama
Quasi-Monte Carlo cubature methods often sample the integrand using Sobol' (or other digital) sequences to obtain higher accuracy than IID sampling. An important question is how to…