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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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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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11/22/2022
On a reduced digit-by-digit component-by-component construction of lattice point sets
In this paper, we study an efficient algorithm for constructing point se...
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08/29/2022
A note on the CBC-DBD construction of lattice rules with general positive weights
Lattice rules are among the most prominently studied quasi-Monte Carlo m...
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01/24/2022
Tractability of approximation in the weighted Korobov space in the worst-case setting
In this paper we consider L_p-approximation, p ∈{2,∞}, of periodic funct...
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01/31/2020
Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitrary linear functionals
We study the approximation of compact linear operators defined over cert...
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01/16/2020
On Quasi-Monte Carlo Methods in Weighted ANOVA Spaces
In the present paper we study quasi-Monte Carlo rules for approximating ...
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01/09/2020