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12/22/2022
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces
Randomized quadratures for integrating functions in Sobolev spaces of or...
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02/23/2022
Sub-optimality of Gauss–Hermite quadrature and optimality of trapezoidal rule for functions with finite smoothness
A sub-optimality of Gauss–Hermite quadrature and an optimality of the tr...
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08/28/2021
Scaled lattice rules for integration on ℝ^d achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
We show that to approximate the integral ∫_ℝ^d f(x) dx one can simply us...
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01/08/2020