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09/08/2023
Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
Let f:[0,1]^d→ℝ be a completely monotone integrand as defined by Aistlei...
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04/04/2023
Infinite-dimensional integration and L^2-approximation on Hermite spaces
We study integration and L^2-approximation of functions of infinitely ma...
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01/30/2023
Infinite-Variate L^2-Approximation with Nested Subspace Sampling
We consider L^2-approximation on weighted reproducing kernel Hilbert spa...
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04/21/2021
On Negative Dependence Properties of Latin Hypercube Samples and Scrambled Nets
We study the notion of γ-negative dependence of random variables. This n...
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02/06/2021
Discrepancy Bounds for a Class of Negatively Dependent Random Points Including Latin Hypercube Samples
We introduce a class of γ-negatively dependent random samples. We prove ...
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01/23/2020
Randomized sparse grid algorithms for multivariate integration on Haar-Wavelet spaces
The deterministic sparse grid method, also known as Smolyak's method, is...
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04/24/2019