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Volumn 73, Issue 248, 2004, Pages 1967-1988

Reducing the construction cost of the component-by-component construction of good lattice rules

Author keywords

Lattice rules; Numerical integration; Quasi Monte Carlo

Indexed keywords


EID: 3242686198     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-03-01610-7     Document Type: Article
Times cited : (12)

References (14)
  • 1
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  • 2
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    • On the convergence rate of the component-by-component construction of good lattice rules
    • submitted
    • Dick, J. (2003). On the convergence rate of the component-by-component construction of good lattice rules, J. Complexity, submitted.
    • (2003) J. Complexity
    • Dick, J.1
  • 4
    • 0037948486 scopus 로고    scopus 로고
    • Quasi-Monte Carlo methods and their randomizations
    • Applied Probability (R. Chan, Y.-K. Kwok, D. Yao, and Q Zhang, eds.), American Mathematical Society, Providence
    • Hickernell, F. J. and Hong, H. S. (2002). Quasi-Monte Carlo methods and their randomizations, Applied Probability (R. Chan, Y.-K. Kwok, D. Yao, and Q Zhang, eds.), AMS/IP Studies in Advanced Mathematics 26, American Mathematical Society, Providence, 59-77.
    • (2002) AMS/IP Studies in Advanced Mathematics 26 , pp. 59-77
    • Hickernell, F.J.1    Hong, H.S.2
  • 6
    • 0012069553 scopus 로고
    • Properties and calculation of optimal coefficients
    • Russian
    • Korobov, N. M. (1960). Properties and calculation of optimal coefficients, Doklady Akademii Nauk SSSR, 132, 1009-10 (Russian). English transl.: Soviet Mathematics Doklady, 1, 696-700. MR 22:11517
    • (1960) Doklady Akademii Nauk SSSR , vol.132 , pp. 1009-1010
    • Korobov, N.M.1
  • 7
    • 0000079859 scopus 로고    scopus 로고
    • English transl.: MR 22:11517
    • Korobov, N. M. (1960). Properties and calculation of optimal coefficients, Doklady Akademii Nauk SSSR, 132, 1009-10 (Russian). English transl.: Soviet Mathematics Doklady, 1, 696-700. MR 22:11517
    • Soviet Mathematics Doklady , vol.1 , pp. 696-700
  • 8
    • 0038392447 scopus 로고    scopus 로고
    • Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
    • Kuo, F. Y. (2003). Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces, J. Complexity, 19, 301-320.
    • (2003) J. Complexity , vol.19 , pp. 301-320
    • Kuo, F.Y.1
  • 9
    • 0036889417 scopus 로고    scopus 로고
    • Component-by-component construction of good lattice rules with a composite number of points
    • Kuo, F. Y. and Joe, S. (2002). Component-by-component construction of good lattice rules with a composite number of points, J. Complexity, 18, 943-976.
    • (2002) J. Complexity , vol.18 , pp. 943-976
    • Kuo, F.Y.1    Joe, S.2
  • 10
    • 0036790313 scopus 로고    scopus 로고
    • On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
    • Sloan, I. H., Kuo, F. Y. and Joe, S. (2002). On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces, Math. Comp., 71, 1609-1640.
    • (2002) Math. Comp. , vol.71 , pp. 1609-1640
    • Sloan, I.H.1    Kuo, F.Y.2    Joe, S.3
  • 11
    • 0038624700 scopus 로고    scopus 로고
    • Constructing randomly shifted lattice rules in weighted Sobolev spaces
    • Sloan, I. H., Kuo, F. Y. and Joe, S. (2002). Constructing randomly shifted lattice rules in weighted Sobolev spaces, SIAM J. Numer. Anal., 40, 1650-1665.
    • (2002) SIAM J. Numer. Anal. , vol.40 , pp. 1650-1665
    • Sloan, I.H.1    Kuo, F.Y.2    Joe, S.3
  • 12
    • 0036003407 scopus 로고    scopus 로고
    • Component-by-component construction of good lattice points
    • MR 2002h:65028
    • Sloan, I. H., Retzsov, A. V. (2002). Component-by-component construction of good lattice points, Math. Comp., 71, 263-273. MR 2002h:65028
    • (2002) Math. Comp. , vol.71 , pp. 263-273
    • Sloan, I.H.1    Retzsov, A.V.2
  • 13
    • 0002522806 scopus 로고    scopus 로고
    • When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
    • MR 99d:65384
    • Sloan, I. H. and Woźniakowski, H. (1998). When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?, J. Complexity, 14, 1-33. MR 99d:65384
    • (1998) J. Complexity , vol.14 , pp. 1-33
    • Sloan, I.H.1    Woźniakowski, H.2
  • 14
    • 0035700415 scopus 로고    scopus 로고
    • Tractability of multivariate integration for weighted Korobov classes
    • Sloan, I. H. and Woźniakowski, H. (2001). Tractability of multivariate integration for weighted Korobov classes, J. Complexity, 17, 697-721.
    • (2001) J. Complexity , vol.17 , pp. 697-721
    • Sloan, I.H.1    Woźniakowski, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.