Select Publications

Preprints

Gilbert AD; Kuo FY; Sloan IH, 2021, Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$

Hartung T; Jansen K; Kuo FY; Leövey H; Nuyens D; Sloan IH, 2020, Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory

Kaarnioja V; Kazashi Y; Kuo FY; Nobile F; Sloan IH, 2020, Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

Ganesh M; Kuo FY; Sloan IH, 2020, Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media

Guth PA; Kaarnioja V; Kuo FY; Schillings C; Sloan IH, 2019, A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty

Cools R; Kuo FY; Nuyens D; Sloan IH, 2019, Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights

Cools R; Kuo FY; Nuyens D; Sloan IH, 2019, Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters

Kuo FY; Migliorati G; Nobile F; Nuyens D, 2019, Function integration, reconstruction and approximation using rank-1 lattices

Kaarnioja V; Kuo FY; Sloan IH, 2019, Uncertainty quantification using periodic random variables

Kazashi Y; Kuo FY; Sloan IH, 2019, Derandomised lattice rules for high dimensional integration

Kazashi Y; Kuo FY; Sloan IH, 2018, Worst-case error for unshifted lattice rules without randomisation

Gilbert AD; Kuo FY; Sloan IH, 2018, Hiding the weights -- CBC black box algorithms with a guaranteed error bound

Gilbert AD; Graham IG; Kuo FY; Scheichl R; Sloan IH, 2018, Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

Gilbert AD; Kuo FY; Nuyens D; Wasilkowski GW, 2017, Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals

Griewank A; Kuo FY; Leövey H; Sloan IH, 2017, High dimensional integration of kinks and jumps -- smoothing by preintegration

Giles MB; Kuo FY; Sloan IH, 2017, Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients

Kuo FY; Nuyens D, 2017, Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial

Kuo FY; Nuyens D, 2017, Hot new directions for quasi-Monte Carlo research in step with applications

Graham IG; Kuo FY; Nuyens D; Scheichl R; Sloan IH, 2017, Circulant embedding with QMC -- analysis for elliptic PDE with lognormal coefficients

Graham IG; Kuo FY; Nuyens D; Scheichl R; Sloan IH, 2017, Analysis of circulant embedding methods for sampling stationary random fields

Kritzer P; Kuo FY; Nuyens D; Ullrich M, 2017, Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-\alpha-1/2})$ error independently of the dimension

Brown B; Griebel M; Kuo FY; Sloan IH, 2017, On the expected uniform error of geometric Brownian motion approximated by the Lévy-Ciesielski construction

Feischl M; Kuo F; Sloan IH, 2017, Fast random field generation with $H$-matrices

Kuo FY; Nuyens D, 2016, Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients - a survey of analysis and implementation

Cools R; Kuo FY; Nuyens D; Suryanarayana G, 2016, Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

Kuo FY; Scheichl R; Schwab C; Sloan IH; Ullmann E, 2015, Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems

Dick J; Kuo FY; Gia QTL; Schwab C, 2015, Fast QMC matrix-vector multiplication

Kuo FY; Nuyens D; Plaskota L; Sloan IH; Wasilkowski GW, 2015, Infinite-dimensional integration and the multivariate decomposition method

Dick J; Kuo F; Gia QTL; Schwab C, 2014, Multi-level higher order QMC Galerkin discretization for affine parametric operator equations

Dick J; Kuo FY; Gia QTL; Nuyens D; Schwab C, 2013, Higher order QMC Galerkin discretization for parametric operator equations

Kuo FY; Schwab C; Sloan IH, 2012, Multi-level quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients


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