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05/19/2023
The fast reduced QMC matrix-vector product
We study the approximation of integrals ∫_D f(x^⊤ A) dμ(x), where A is a...
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04/28/2023
Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation
We study numerical integration over bounded regions in ℝ^s, s≥1 with res...
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09/23/2021
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
We study a randomized quadrature algorithm to approximate the integral o...
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09/15/2020
Weighted integration over a cube based on digital nets and sequences
Quasi-Monte Carlo (QMC) methods are equal weight quadrature rules to app...
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04/06/2020
A quasi-Monte Carlo data compression algorithm for machine learning
We introduce an algorithm to reduce large data sets using so-called digi...
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03/09/2020
Toeplitz Monte Carlo
Motivated mainly by applications to partial differential equations with ...
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01/31/2020
Deep Learning Based Unsupervised and Semi-supervised Classification for Keratoconus
The transparent cornea is the window of the eye, facilitating the entry ...
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01/07/2020
A note on the periodic L_2-discrepancy of Korobov's p-sets
We study the periodic L_2-discrepancy of point sets in the d-dimensional...
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12/23/2019
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
We study quasi-Monte Carlo (QMC) methods for numerical integration of mu...
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10/28/2019
Tractability properties of the discrepancy in Orlicz norms
We show that the minimal discrepancy of a point set in the d-dimensional...
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09/26/2019
Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold
To numerically approximate Borel probability measures by finite atomic m...
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01/21/2019
