Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11075-011-9497-y.pdf
Reference28 articles.
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2. Baldeaux, J., Dick, J., Greslehner, J., Pillichshammer, F.: Construction algorithms for higher order polynomial lattice rules. J. Complex. 27(3–4), 281–299 (2011)
3. Dick, J.: Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands. Ann. Stat. 39(3), 1372–1398 (2011)
4. Dick, J.: Explicit constructions of quasi-Monte Carlo rules for the numerical integration of high dimensional periodic functions. SIAM J. Numer. Anal. 45, 2141–2176 (2007)
5. Dick, J.: Walsh spaces containing smooth functions and quasi-Monte Carlo rules of arbitrary high order. SIAM J. Numer. Anal. 46(3), 1519–1553 (2008)
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