10 papers
Stochastic Mixed-Integer Optimization of Dynamic Electricity Tariffs with Consumer Protection
Ananya Kale, Mohit Apte, Chhaya Gosavi
Day-ahead residential tariffs must be posted before demand is observed. Aggressive high prices can cut peaks in simulation, but they can also raise customer bills. This paper measu…
Constructive quasi-uniform sequences over triangles
Hengjun Xu, Takashi Goda
In this paper, we develop constructive algorithms for generating quasi-uniform point sets and sequences over arbitrary two-dimensional triangular domains. Our proposed method, call…
Worst-case -approximation of periodic functions using median lattice algorithms
Zexin Pan, Mou Cai, Josef Dick +2
We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space with smoothness in the Lebesgue norm …
Disproving the quasi-uniformity of the Halton sequences and of some Halton-type sequences
Takashi Goda, Roswitha Hofer, Kosuke Suzuki
In this short article, we prove that the Halton sequence, one of the most well-known low-discrepancy sequences, is not quasi-uniform in any dimension with any pairwise re…
Hidden low-discrepancy structures in random point sets
Kohei Suzuki, Takashi Goda
We study the probabilistic existence of point configurations satisfying the -net property in base within a randomly generated point set of size in the -dimens…
On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part I: Lattices and Kronecker sequences
Josef Dick, Takashi Goda, Gerhard Larcher +2
The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets…