Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan; Abirami Srikumar (CoRR, 2022)

Comparison of Two Search Criteria for Lattice-based Kernel Approximation. - Frances Y. Kuo; Weiwen Mo; Dirk Nuyens; Ian H. Sloan; Abirami Srikumar (CoRR, 2023)

Density Estimation for Elliptic PDE with Random Input by Preintegration and Quasi-Monte Carlo Methods. - Alexander D. Gilbert; Frances Y. Kuo; Abirami Srikumar (SIAM J. Numer. Anal., 2025)

Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients. - Alexander D. Gilbert; Michael B. Giles; Frances Y. Kuo; Ian H. Sloan; Abirami Srikumar (CoRR, 2025)