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https://orcid.org/0000-0003-0142-6022
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Preprints
, 2025, On the quasi-uniformity properties of quasi-Monte Carlo lattice point sets and sequences, http://dx.doi.org/10.48550/arxiv.2502.06202
, 2024, Time-fractional diffusion equations with randomness, and efficient numerical estimations of expected values, http://dx.doi.org/10.48550/arxiv.2409.00893
, 2024, An $\alpha$-robust and second-order accurate scheme for a subdiffusion equation, http://dx.doi.org/10.48550/arxiv.2401.04946
, 2023, Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation, http://dx.doi.org/10.48550/arxiv.2310.11225
, 2023, The fast reduced QMC matrix-vector product, http://dx.doi.org/10.48550/arxiv.2305.11645
, 2021, Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate, http://dx.doi.org/10.48550/arxiv.2109.11694
, 2020, Toeplitz Monte Carlo, http://dx.doi.org/10.48550/arxiv.2003.03915
, 2020, Deep Learning Based Unsupervised and Semi-supervised Classification for Keratoconus, http://arxiv.org/abs/2001.11653v1
, 2020, A note on the periodic $L_2$-discrepancy of Korobov's $p$-sets, http://dx.doi.org/10.48550/arxiv.2001.01973
, 2019, Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm, http://dx.doi.org/10.48550/arxiv.1912.10651
, 2019, Tractability properties of the discrepancy in Orlicz norms, http://dx.doi.org/10.48550/arxiv.1910.12571
, 2018, Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification, http://arxiv.org/abs/1806.04159v2
, 2017, Digital net properties of a polynomial analogue of Frolov's construction, http://dx.doi.org/10.48550/arxiv.1712.06831
, 2017, Richardson extrapolation of polynomial lattice rules, http://dx.doi.org/10.48550/arxiv.1707.03989
, 2016, Multilevel higher order Quasi-Monte Carlo Bayesian Estimation, http://arxiv.org/abs/1611.08324v1
, 2016, Lattice based integration algorithms: Kronecker sequences and rank-1 lattices, http://dx.doi.org/10.48550/arxiv.1608.08687
, 2016, Computationally Efficient Bayesian Estimation of High Dimensional Copulas with Discrete and Mixed Margins, http://arxiv.org/abs/1608.06174v3
, 2016, On the optimal order of integration in Hermite spaces with finite smoothness, http://dx.doi.org/10.48550/arxiv.1608.06061
, 2016, Discrepancy of second order digital sequences in function spaces with dominating mixed smoothness, http://dx.doi.org/10.48550/arxiv.1604.08713
, 2016, Higher order Quasi-Monte Carlo integration for Bayesian Estimation, http://arxiv.org/abs/1602.07363v1
, 2016, Construction of interlaced polynomial lattice rules for infinitely differentiable functions, http://dx.doi.org/10.48550/arxiv.1602.00793
, 2016, Optimal $L_p$-discrepancy bounds for second order digital sequences, http://dx.doi.org/10.1007/s11856-017-1555-2
, 2015, Digital inversive vectors can achieve strong polynomial tractability for the weighted star discrepancy and for multivariate integration, http://arxiv.org/abs/1512.06521v1
, 2015, A Discrepancy Bound for Deterministic Acceptance-Rejection Samplers Beyond $N^{-1/2}$ in Dimension 1, http://arxiv.org/abs/1510.05351v2
, 2015, On a projection-corrected component-by-component construction, http://arxiv.org/abs/1502.04396v2
, 2015, Fast QMC matrix-vector multiplication, http://arxiv.org/abs/1501.06286v1
, 2014, Numerical integration in $\log$-Korobov and $\log$-cosine spaces, http://dx.doi.org/10.48550/arxiv.1411.2715
, 2014, Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification, http://dx.doi.org/10.48550/arxiv.1409.7970
, 2014, Higher order Quasi-Monte Carlo integration for holomorphic, parametric operator equations, http://arxiv.org/abs/1409.2180v2
, 2014, Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling, http://dx.doi.org/10.48550/arxiv.1408.4609
, 2014, Covering of spheres by spherical caps and worst-case error for equal weight cubature in Sobolev spaces, http://dx.doi.org/10.48550/arxiv.1407.8311
, 2014, Multi-level higher order QMC Galerkin discretization for affine parametric operator equations, http://arxiv.org/abs/1406.4432v2
, 2014, A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights, http://dx.doi.org/10.48550/arxiv.1404.5497
, 2014, The weighted star discrepancy of Korobov's $p$-sets, http://arxiv.org/abs/1404.0114v1
, 2014, Proof Techniques in Quasi-Monte Carlo Theory, http://dx.doi.org/10.48550/arxiv.1403.7334
, 2013, Applications of geometric discrepancy in numerical analysis and statistics, http://arxiv.org/abs/1311.3830v1
, 2013, Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo, http://dx.doi.org/10.48550/arxiv.1311.1890
, 2013, Higher order QMC Galerkin discretization for parametric operator equations, http://dx.doi.org/10.48550/arxiv.1309.4624
, 2013, Explicit constructions of point sets and sequences with low discrepancy, http://arxiv.org/abs/1308.4252v1
, 2013, Higher order Sobol' indices, http://arxiv.org/abs/1306.4068v1
, 2013, Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition, http://dx.doi.org/10.48550/arxiv.1306.2821
, 2013, Explicit constructions of quasi-Monte Carlo rules for the numerical integration of high dimensional periodic functions, http://dx.doi.org/10.48550/arxiv.1304.0329
, 2013, The decay of the Walsh coefficients of smooth functions, http://dx.doi.org/10.48550/arxiv.1304.1052
, 2013, Walsh spaces containing smooth functions and quasi-Monte Carlo rules of arbitrary high order, http://dx.doi.org/10.48550/arxiv.1304.0328
, 2013, Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo, http://arxiv.org/abs/1303.2423v3
, 2013, Construction of interlaced scrambled polynomial lattice rules of arbitrary high order, http://dx.doi.org/10.48550/arxiv.1301.6441
, 2012, Approximation of analytic functions in Korobov spaces, http://dx.doi.org/10.48550/arxiv.1211.5822
, 2012, Lattice rules for nonperiodic smooth integrands, http://dx.doi.org/10.48550/arxiv.1211.3799
, 2012, Infinite-Dimensional Integration in Weighted Hilbert Spaces: Anchored Decompositions, Optimal Deterministic Algorithms, and Higher Order Convergence, http://dx.doi.org/10.48550/arxiv.1210.4223
, 2012, A fast Fourier transform method for computing the weight enumerator polynomial and trigonometric degree of lattice rules, http://arxiv.org/abs/1207.5275v1
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