T. Goda

activity

20132023

most citedConstruction of interlaced scrambled polynomial lattice rules of arbitrary high order

47 citations · 411 across the 42 of their papers we have counts for

collaborators

Showing 2015Show all

3 papers · 1 filter

math.NA2015★ 7 cited

Quasi-Monte Carlo integration using digital nets with antithetics

Takashi Goda

Antithetic sampling, which goes back to the classical work by Hammersley and Morton (1956), is one of the well-known variance reduction techniques for Monte Carlo integration. In t…

math.NA2015★ 15 cited

Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

We investigate quasi-Monte Carlo integration using higher order digital nets in weighted Sobolev spaces of arbitrary fixed smoothness $α \in N$ , $α \geq 2$ , defined over the…

math.NA2015★ 1 cited

The $b$ -adic symmetrization of digital nets for quasi-Monte Carlo integration

Takashi Goda

The notion of symmetrization, also known as Davenport's reflection principle, is well known in the area of the discrepancy theory and quasi-Monte Carlo (QMC) integration. In this p…

Quasi-Monte Carlo integration using digital nets with antithetics

Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness

The b-adic symmetrization of digital nets for quasi-Monte Carlo integration

The $b$ -adic symmetrization of digital nets for quasi-Monte Carlo integration