47 citations · 411 across the 42 of their papers we have counts for
4 papers · 2 filters
Lattice rules in non-periodic subspaces of Sobolev spaces
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
We investigate quasi-Monte Carlo (QMC) integration over the -dimensional unit cube based on rank-1 lattice point sets in weighted non-periodic Sobolev spaces $\mathcal{H}(K_{α,\…
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
Michael B. Giles, Takashi Goda
In this paper we develop a very efficient approach to the Monte Carlo estimation of the expected value of partial perfect information (EVPPI) that measures the average benefit of k…
Richardson extrapolation of polynomial lattice rules
Josef Dick, Takashi Goda, Takehito Yoshiki
We study multivariate numerical integration of smooth functions in weighted Sobolev spaces with dominating mixed smoothness defined over the -dimensional unit cube. We…
Quasi-Monte Carlo integration for twice differentiable functions over a triangle
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one…