Takashi Goda

Makoto Matsumoto

SIAM J. Numer. Anal., February, 2024

A randomized lattice rule without component-by-component construction.

[BibT_eX]

[DOI]

CoRR, 2024

How sharp are error bounds? -lower bounds on quadrature worst-case errors for analytic functions.

[BibT_eX]

[DOI]

Ken'ichiro Tanaka

CoRR, 2024

2023

Suboptimality of Gauss-Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness.

[BibT_eX]

[DOI]

Yuya Suzuki

SIAM J. Numer. Anal., June, 2023

Improved bounds on the gain coefficients for digital nets in prime power base.

[BibT_eX]

[DOI]

J. Complex., June, 2023

Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization.

[BibT_eX]

[DOI]

Wataru Kitade

Math. Comput. Simul., 2023

An efficient estimation of nested expectations without conditional sampling.

[BibT_eX]

[DOI]

Tomohiko Hironaka

J. Comput. Appl. Math., 2023

Are quasi-Monte Carlo sequences quasi-uniform?

[BibT_eX]

[DOI]

CoRR, 2023

Estimating nested expectations without inner conditional sampling and application to value of information analysis.

[BibT_eX]

[DOI]

Tomohiko Hironaka

CoRR, 2023

Strong tractability for multivariate integration in a subspace of the Wiener algebra.

[BibT_eX]

[DOI]

CoRR, 2023

2022

Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights.

[BibT_eX]

[DOI]

Pierre L'Ecuyer

SIAM J. Sci. Comput., August, 2022

Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2022

Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate.

[BibT_eX]

[DOI]

Math. Comput., 2022

A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions.

[BibT_eX]

[DOI]

J. Complex., 2022

Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces.

[BibT_eX]

[DOI]

Yuya Suzuki

CoRR, 2022

Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series.

[BibT_eX]

[DOI]

CoRR, 2022

A universal median quasi-Monte Carlo integration.

[BibT_eX]

[DOI]

CoRR, 2022

Improved bounds on the gain coefficients for digital nets in prime base.

[BibT_eX]

[DOI]

CoRR, 2022

Sub-optimality of Gauss-Hermite quadrature and optimality of trapezoidal rule for functions with finite smoothness.

[BibT_eX]

[DOI]

Yuya Suzuki

CoRR, 2022

2021

Toeplitz Monte Carlo.

[BibT_eX]

[DOI]

Hiroya Murata

Stat. Comput., 2021

A simple algorithm for global sensitivity analysis with Shapley effects.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2021

Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2021

Efficient debiased evidence estimation by multilevel Monte Carlo sampling.

[BibT_eX]

[DOI]

Kei Ishikawa

Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, 2021

2020

Multilevel Monte Carlo Estimation of the Expected Value of Sample Information.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, 2020

Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs.

[BibT_eX]

[DOI]

Tomohiko Hironaka

Wataru Kitade

CoRR, 2020

Efficient Debiased Variational Bayes by Multilevel Monte Carlo Methods.

[BibT_eX]

[DOI]

Kei Ishikawa

CoRR, 2020

2019

Richardson Extrapolation of Polynomial Lattice Rules.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2019

Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI.

[BibT_eX]

[DOI]

Michael B. Giles

Stat. Comput., 2019

Lattice rules in non-periodic subspaces of Sobolev spaces.

[BibT_eX]

[DOI]

Numerische Mathematik, 2019

On the separability of multivariate functions.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2019

Multilevel Monte Carlo estimation of log marginal likelihood.

[BibT_eX]

[DOI]

Kei Ishikawa

CoRR, 2019

2018

Optimal Order Quadrature Error Bounds for Infinite-Dimensional Higher-Order Digital Sequences.

[BibT_eX]

[DOI]

Found. Comput. Math., 2018

2017

Computing the variance of a conditional expectation via non-nested Monte Carlo.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2017

Construction of interlaced polynomial lattice rules for infinitely differentiable functions.

[BibT_eX]

[DOI]

Numerische Mathematik, 2017

2016

An Explicit Construction of Optimal Order Quasi-Monte Carlo Rules for Smooth Integrands.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2016

Quasi-Monte Carlo integration using digital nets with antithetics.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2016

Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration.

[BibT_eX]

[DOI]

J. Complex., 2016

2015

Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces.

[BibT_eX]

[DOI]

Numer. Algorithms, 2015

Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2015

Constructing good higher order polynomial lattice rules with modulus of reduced degree.

[BibT_eX]

[DOI]

J. Complex., 2015

The b-adic tent transformation for quasi-Monte Carlo integration using digital nets.

[BibT_eX]

[DOI]

J. Approx. Theory, 2015

Construction of Interlaced Scrambled Polynomial Lattice Rules of Arbitrary High Order.

[BibT_eX]

[DOI]