Browsing by Author "Kuo, Frances Y."

Now showing items 1-3 of 3

  • Component-by-component construction of good intermediate-rank lattice rules

    Kuo, Frances Y.; Joe, Stephen (Society for Industrial and Applied Mathematics, 2003)
    It is known that the generating vector of a rank-1 lattice rule can be constructed component-by-component to achieve strong tractability error bounds in both weighted Korobov spaces and weighted Sobolev spaces. Since the ...
  • Constructing Sobol' sequences with better two-dimensional projections

    Joe, Stephen; Kuo, Frances Y. (Society for Industrial and Applied Mathematics, 2008-08)
    Direction numbers for generating Sobol' sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 (2003), pp. 49–57]. However, these ...
  • Constructive approaches to quasi-Monte Carlo methods for multiple integration

    Kuo, Frances Y. (The University of Waikato, 2002)
    Recently, quasi-Monte Carlo methods have been successfully used for approximating multiple integrals in hundreds of dimensions in mathematical finance, and were significantly more efficient than Monte Carlo methods. To ...

Frances Y. Kuo has 1 co-authors in Research Commons.