Small superposition dimension and active set construction for multivariate integration under modest error demand. - Alexander D. Gilbert; Greg W. Wasilkowski (J. Complex., 2017)

Hiding the weights - CBC black box algorithms with a guaranteed error bound. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (Math. Comput. Simul., 2018)

Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. - Alexander D. Gilbert; Frances Y. Kuo; Dirk Nuyens; Grzegorz W. Wasilkowski (SIAM J. Sci. Comput., 2018)

Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients. - Alexander D. Gilbert; Ivan G. Graham; Frances Y. Kuo; Robert Scheichl; Ian H. Sloan (Numerische Mathematik, 2019)

Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis. - Alexander D. Gilbert; Robert Scheichl (CoRR, 2020)

Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results. - Alexander D. Gilbert; Robert Scheichl (CoRR, 2021)

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $ mathbb{R}^d$. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (CoRR, 2021)

Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (CoRR, 2021)

Preintegration is not smoothing when monotonicity fails. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (CoRR, 2021)

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)

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝd. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (Math. Comput., 2022)

Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities. - Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (SIAM J. Numer. Anal., 2023)

Multilevel Monte Carlo Methods for Stochastic Convection-Diffusion Eigenvalue Problems. - Tiangang Cui; Hans De Sterck; Alexander D. Gilbert; Stanislav Polishchuk; Robert Scheichl (J. Sci. Comput., 2024)

A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues. - Nils Friess; Alexander D. Gilbert; Robert Scheichl (SIAM J. Matrix Anal. Appl., 2025)

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)

Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate. - Felix Bartel; Alexander D. Gilbert; Frances Y. Kuo; Ian H. Sloan (CoRR, 2025)