47 citations · 411 across the 42 of their papers we have counts for
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math.NA2021
An efficient estimation of nested expectations without conditional sampling
Tomohiko Hironaka, Takashi Goda
Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to esti…
math.NA2021★ 11 cited
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
Josef Dick, Takashi Goda, Kosuke Suzuki
We study a randomized quadrature algorithm to approximate the integral of periodic functions defined over the high-dimensional unit cube. Recent work by Kritzer, Kuo, Nuyens and Ul…
math.NA2021★ 2 cited
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
Takashi Goda
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we co…