Higher-Order Quasi-Monte Carlo
A collection of resources for HOQMC, in particular for interlaced polynomial lattice rules.
Email
We consider weights of product form
with $\delta(i,j) = 1$ if $i=j$ and 0 else,
where the sequence $\beta_j$ is given for $\zeta=2,3,4$ by the “standard parametrization”
These sequences are then $p$-summable with $p=1/\zeta+\varepsilon$,
which yields the choice $\alpha=\zeta$ for the interlacing factor.
ID | standard_prod |
Generated | 2015-06-01 |
Weight Type | PROD_TZ |
Publications using these vectors
- Dick, J., Gantner, R.N., Le Gia, Q.T., and Schwab, C. 2015. Higher order Quasi-Monte Carlo integration for Bayesian Estimation. (submitted).
(link)
- Gantner, R.N. and Schwab, C. 2014. Computational Higher-Order Quasi-Monte Carlo Integration. Tech. Report 2014-25, Seminar for Applied Mathematics, ETH Zürich (to appear in Proc. MCQMC14).
(link, pdf)
Generating Vectors
$\alpha=2$
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
2 | 1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
2 | 1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
2 | 0.1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
2 | 0.1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |
$\alpha=3$
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
3 | 1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
3 | 1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
3 | 0.1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
3 | 0.1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |
$\alpha=4$
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
4 | 1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
4 | 1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |
$\boldsymbol{\alpha}$ | $\boldsymbol{C}$ | $\boldsymbol{\zeta}$ | $\boldsymbol{\theta}$ | Links |
4 | 0.1 | 2 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 3 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 4 | 1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 2 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 3 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 4 | 0.1 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 2 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 3 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 4 | 0.2 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 2 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 3 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 4 | 0.25 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 2 | 0.5 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 3 | 0.5 | .tar.gz, .tar.bz2, .zip |
4 | 0.1 | 4 | 0.5 | .tar.gz, .tar.bz2, .zip |