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When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals?
- I. Sloan, H. Wozniakowski
- Computer ScienceJ. Complex.
- 1 March 1998
TLDR
Tractability of Multivariate Problems
- E. Novak, H. Wozniakowski
- Mathematics, Computer Science
- 2 September 2008
TLDR
Explicit Cost Bounds of Algorithms for Multivariate Tensor Product Problems
- G. Wasilkowski, H. Wozniakowski
- Mathematics, Computer ScienceJ. Complex.
- 1 March 1995
TLDR
Information-based complexity
- J. Traub, G. Wasilkowski, H. Wozniakowski
- Computer ScienceNature
- 1 July 1987
Information-based complexity seeks to develop general results about the intrinsic difficulty of solving problems where available information is partial or approximate and to apply these results to…
The inverse of the star-discrepancy depends linearly on the dimension
- S. Heinrich, H. Wozniakowski, G. Wasilkowski, E. Novak
- Mathematics
- 2001
We study bounds on the classical ∗-discrepancy and on its inverse. Let n∞(d, e) be the inverse of the ∗-discrepancy, i.e., the minimal number of points in dimension d with the ∗-discrepancy at most…
Tractability of Multivariate Problems Volume II: Standard Information for Functionals
- E. Novak, H. Wozniakowski
- Mathematics
- 3 July 2010
A general theory of optimal algorithms
- J. Traub, H. Wozniakowski
- Computer ScienceACM monograph series
- 1980
TLDR
Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- J. Kuczynski, H. Wozniakowski
- Computer ScienceSIAM J. Matrix Anal. Appl.
- 1 October 1992
TLDR
Convergence and Complexity of Newton Iteration for Operator Equations
- J. Traub, H. Wozniakowski
- MathematicsJACM
- 1 April 1979
TLDR
Tractability of Multivariate Integration for Weighted Korobov Classes
- I. Sloan, H. Wozniakowski
- Mathematics, Computer ScienceJ. Complex.
- 1 December 2001
We study the worst-case error of multivariate integration in weighted Korobov classes of periodic functions of d coordinates. This class is defined in terms of weights ?j which moderate the behavior…
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