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The (fast) component-by-component (CBC) algorithm is an efficient tool for the construction of generating vectors for quasi-Monte Carlo rank-1 lattice rules in weighted reproducing kernel Hilbert spaces.
When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
I. H. Sloan and H. Woźniakowski · 1998
Earlier work this paper cites.
Tractability of multivariate integration for weighted Korobov classes
I. H. Sloan and H. Woźniakowski · 2001
Earlier work this paper cites.
Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
F. Y. Kuo · 2003
Earlier work this paper cites.
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
D. Nuyens and R. Cools · 2006
Cited alongside, same era.
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
D. Nuyens and R. Cools · 2006
Cited alongside, same era.
On the behavior of weighted star discrepancy bounds for shifted lattice rules
V. Sinescu and P. L’Ecuyer · 2009
Cited alongside, same era.
High-dimensional integration: The quasi-Monte Carlo way
J. Dick, F. Y. Kuo and I. H. Sloan · 2013
Later among the works it cites.
The construction of good lattice rules and polynomial lattice rules
D. Nuyens · 2014
Later among the works it cites.
The component-by-component construction in weighted reproducing kernel Hilbert spaces - an optimization approach
A. Ebert · 2015
Later among the works it cites.
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