Suboptimality of Gauss–Hermite quadrature and optimality of the trapezoidal rule for functions with finite smoothness Y Kazashi, Y Suzuki, T Goda SIAM Journal on Numerical Analysis 61 (3), 1426-1448, 2023 | 9 | 2023 |
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces D Nuyens, Y Suzuki Mathematics of Computation 92 (339), 307-347, 2023 | 9 | 2023 |
Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation Y Suzuki, G Suryanarayana, D Nuyens SIAM Journal on Scientific Computing 41 (6), B1254-B1283, 2019 | 5 | 2019 |
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces T Goda, Y Kazashi, Y Suzuki Mathematics of Computation 93 (349), 1655-1676, 2024 | 4 | 2024 |
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schrödinger equation Y Suzuki, D Nuyens Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July …, 2020 | 4 | 2020 |
Rare-event Simulation with Markov Chain Monte Carlo Y Suzuki | 3 | 2013 |
Construction of Optimal Algorithms for Function Approximation in Gaussian Sobolev Spaces Y Suzuki, T Karvonen arXiv preprint arXiv:2402.02917, 2024 | 1 | 2024 |
Applications and analysis of lattice points: time-stepping and integration over R d Y Suzuki PhD thesis, Faculty of Engineering Science, KU Leuven, 2020 | 1 | 2020 |
Markov chain Monte Carlo for risk measures Y Suzuki, T Gudmundsson 2014 4th International Conference On Simulation And Modeling Methodologies …, 2014 | 1 | 2014 |
Möbius-Transformed Trapezoidal Rule Y Suzuki, N Hyvönen, T Karvonen arXiv preprint arXiv:2407.13650, 2024 | | 2024 |
Scaled lattice rules for integration on achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces D Nuyens, Y Suzuki arXiv preprint arXiv:2108.12639, 2021 | | 2021 |
Rank-1 lattices and higher-order exponential splitting for the multi-dimensional time-dependent Schrödinger equation Y Suzuki, D Nuyens 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in …, 2018 | | 2018 |
Quasi-Monte Carlo Sampling for the Schrödinger Equation D Nuyens, Y Suzuki, G SURYANARAYANA SIAM Conference on Uncertainty Quantification (SIAMUQ 2018), Location …, 2018 | | 2018 |
Rank-1 lattices and Strang splitting for the time-dependent Schrödinger equation Y Suzuki, G SURYANARAYANA, D Nuyens Workshop on High-Dimensional Approximation (HDA2017), Date: 2017/02/13-2017 …, 2017 | | 2017 |
Quasi-Monte Carlo for calculating multi-dimensional expectations against Gaussian distribution Y Suzuki, D Nuyens International Conference on Monte Carlo Methods and Applications, Date: 2017 …, 2017 | | 2017 |
Strang splitting for the time-dependent Schrödinger equation and quasi-Monte Carlo methods D Nuyens, Y Suzuki, G SURYANARAYANA International Workshop on Operator Theory and its Applications (IWOTA 2017 …, 2017 | | 2017 |
Archimedean Copulas for Random Sums Y Suzuki, J Imai Quantitative Methods in Finance 2015 (QMF 2015), Date: 2015/12/15-2015/12/18 …, 2015 | | 2015 |
実質次元減少法による QMC を用いたポートフォリオのリスク指標の推定 鈴木悠也, 今井潤一 日本オペレーションズ・リサーチ学会和文論文誌 55, 177-193, 2012 | | 2012 |