Monte Carlo cubature construction

S Hayakawa - Japan Journal of Industrial and Applied Mathematics, 2021 - Springer
In numerical integration, cubature methods are effective, especially when the integrands can
be well-approximated by known test functions, such as polynomials. However, the …

Caratheodory-tchakaloff subsampling

F Piazzon, A Sommariva, M Vianello - arXiv preprint arXiv:1611.02065, 2016 - arxiv.org
We present a brief survey on the compression of discrete measures by Caratheodory-
Tchakaloff Subsampling, its implementation by Linear or Quadratic Programming and the …

Quasi-Monte Carlo integration on manifolds with mapped low-discrepancy points and greedy minimal Riesz s-energy points

S De Marchi, G Elefante - Applied Numerical Mathematics, 2018 - Elsevier
In this paper we consider two sets of points for Quasi-Monte Carlo integration on two-
dimensional manifolds. The first is the set of mapped low-discrepancy sequence by a …

Monte Carlo methods on compact complex manifolds using Bergman kernels

T Lemoine, R Bardenet - arXiv preprint arXiv:2405.09203, 2024 - arxiv.org
In this paper, we propose a new randomized method for numerical integration on a compact
complex manifold with respect to a continuous volume form. Taking for quadrature nodes a …

inRS: implementing the indicator function of NURBS-shaped planar domains

A Sommariva, M Vianello - Applied Mathematics Letters, 2022 - Elsevier
inRS: Implementing the indicator function of NURBS-shaped planar domains - ScienceDirect
Skip to main contentSkip to article Elsevier logo Journals & Books Search RegisterSign in View …

[PDF][PDF] Caratheodory-Tchakaloff least squares

F Piazzon, A Sommariva, M Vianello - International Conference on …, 2017 - math.unipd.it
Caratheodory-Tchakaloff Least Squares Page 1 Caratheodory-Tchakaloff Least Squares
Federico Piazzon, Alvise Sommariva and Marco Vianello Department of Mathematics, University …

Tchakaloff-like compression of QMC volume and surface integration on the union of balls

G Elefante, A Sommariva, M Vianello - Calcolo, 2024 - Springer
Tchakaloff-like compression of QMC volume and surface integration on the union of balls |
Calcolo Skip to main content SpringerLink Account Menu Find a journal Publish with us Track …

The dimension weighted fast multipole method for scattered data approximation

H Harbrecht, M Multerer, J Quizi - arXiv preprint arXiv:2402.09531, 2024 - arxiv.org
The present article is concerned scattered data approximation for higher dimensional data
sets which exhibit an anisotropic behavior in the different dimensions. Tailoring sparse …

Fast Empirical Scenarios

M Multerer, P Schneider, R Sen - arXiv preprint arXiv:2307.03927, 2023 - arxiv.org
We seek to extract a small number of representative scenarios from large and high-
dimensional panel data that are consistent with sample moments. Among two novel …

[PDF][PDF] Qsurf: compressed QMC integration on parametric surfaces

G Elefante, A Sommariva, M Vianello - arXiv preprint arXiv:2304.08090, 2023 - arxiv.org
arXiv:2304.08090v1 [math.NA] 17 Apr 2023 Page 1 arXiv:2304.08090v1 [math.NA] 17 Apr 2023
Qsurf: compressed QMC integration on parametric surfaces G. Elefante, A. Sommariva, M …