5 search results - page 1 / 1 » Component-by-component construction of good lattice rules |
COMPUTING
2007
13 years 11 months ago
2007
In this paper we introduce construction algorithms for Korobov rules for numerical integration which work well for a given set of dimensions simultaneously. The existence of such ...
MOC
2002
13 years 10 months ago
2002
This paper provides a novel approach to the construction of good lattice rules for the integration of Korobov classes of periodic functions over the unit s-dimensional cube. Theore...
JC
2006
13 years 11 months ago
2006
We study the problem of multivariate integration over Rd with integrands of the form f(x)d(x) where d is a probability density function. Practical problems of this form occur comm...
JC
2006
13 years 11 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
STOC
1997
ACM
14 years 3 months ago
1997
ACM
For a large class of examples arising in statistical physics known as attractive spin systems (e.g., the Ising model), one seeks to sample from a probability distribution π on an...