Frances Kuo - List of Publications

To appear

• F. Y. Kuo, I. H. Sloan, G. W. Wasilkowski, and H. Wozniakowski, On decompositions of multivariate functions, Mathematics of Computation. Link to elaborated version.

2009

• F. Y. Kuo, I. H. Sloan, G. W. Wasilkowski, and B. J. Waterhouse, Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands, Journal of Complexity, appeared online. doi: 10.1016/j.jco.2009.07.005.
• F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski, Lattice algorithms for multivariate L-infinity approximation in the worst case setting, Constructive Approximation, 30, 475 - 493 (2009). doi: 10.1007/s00365-009-9075-x.
• F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski, On the power of standard information for multivariate approximation in the randomized setting, BIT Numerical Mathematics, 49, 543 - 564 (2009). doi: 10.1007/s10543-009-0232-1.
• F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski, On the power of standard information for multivariate approximation in the worst case setting, Journal of Approximation Theory, 158, 97 - 125 (2009). doi: 10.1016/j.jat.2008.01.011.

2008

• M. Giles, F. Y. Kuo, I. H. Sloan, and B. J. Waterhouse, Quasi-Monte Carlo for finance applications, ANZIAM Journal, 50 (CTAC2008), C308 - C323 (2008). Link to paper.
• S. Joe and F. Y. Kuo, Constructing Sobol sequences with better two-dimensional projections, SIAM Journal on Scientific Computing, 30, 2635 - 2654 (2008). doi: 10.1137/070709359.
• F. Y. Kuo, W. T. M. Dunsmuir, I. H. Sloan, M. P. Wand, and R. S. Womersley, Quasi-Monte Carlo for highly structured generalized response models, Methodology and Computing in Applied Probability, 10, 239 - 275 (2008). doi: 10.1007/s11009-007-9045-3.
• F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski, Multivariate L-infinity approximation in the worst case setting over reproducing kernel Hilbert spaces, Journal of Approximation Theory, 152, 135 - 160 (2008). doi: 10.1016/j.jat.2007.11.006.
• F. Y. Kuo, I. H. Sloan, and H. Wozniakowski, Lattice rule algorithms for multivariate approximation in the average case setting, Journal of Complexity, 24, 283 - 323 (2008). doi: 10.1016/j.jco.2006.10.006.
• J. Dick, P. Kritzer, and F. Y. Kuo, Approximation of functions using digital nets, Monte Carlo and Quasi-Monte Carlo Methods 2006 (S. Heinrich, A. Keller, and H. Niederreiter, eds.), 275 - 297 (2008).

2007

• F. Y. Kuo, I. H. Sloan, and H. Wozniakowski, Periodization strategy may fail in high dimensions, Numerical Algorithms, 46, 369 - 391 (2007). doi: 10.1007/s11075-007-9145-8.
• J. Dick, P. Kritzer, F. Y. Kuo, and I. H. Sloan, Lattice-Nystrom method for Fredholm integral equations of the second kind with convolution type kernels, Journal of Complexity, 23, 752 - 772 (2007). doi: 10.1016/j.jco.2007.03.004.
• K. Hesse, F. Y. Kuo and I. H. Sloan, A component-by-component approach to efficient numerical integration over products of spheres, Journal of Complexity, 23, 25 - 51 (2007). doi: 10.1016/j.jco.2006.08.001.

2006

• R. Cools, F. Y. Kuo, and D. Nuyens, Constructing embedded lattice rules for multivariate integration, SIAM Journal on Scientific Computing, 28, 2162 - 2188 (2006). doi: 10.1137/06065074X.
• F. Y. Kuo, B. J. Waterhouse, and G. W. Wasilkowski, Randomly-shifted lattice rules for unbounded integrands, Journal of Complexity, 22, 630 - 651 (2006). doi: 10.1016/j.jco.2006.04.006.
• B. J. Waterhouse, F. Y. Kuo, and I. H. Sloan, Randomly-shifted lattice rules on the unit cube for unbounded integrands in high dimensions, Journal of Complexity, 22, 71 - 101 (2006). doi: 10.1016/j.jco.2005.06.004.
• F. Y. Kuo, I. H. Sloan, and H. Wozniakowski, Lattice rules for multivariate approximation in the worst case setting, Monte Carlo and Quasi-Monte Carlo Methods 2004 (H. Niederreiter and D. Talay, eds.), Springer-Verlag, 289 - 330 (2006).

2005

• F. Y. Kuo and I. H. Sloan, Lifting the curse of dimensionality, Notices of the American Mathematical Society, 52, 1320 - 1328 (2005). Link to article.
• J. Dick, F. Y. Kuo, F. Pillichshammer, and I. H. Sloan, Construction algorithms for polynomial lattice rules for multivariate integration, Mathematics of Computation, 74, 1895 - 1921 (2005). doi: 10.1090/S0025-5718-05-01742-4.
• F. Y. Kuo and I. H. Sloan, Quasi-Monte Carlo methods can be efficient for integration over products of spheres, Journal of Complexity, 21, 196 - 210 (2005). doi: 10.1016/j.jco.2004.07.001.

2004

• J. Dick and F. Y. Kuo, Constructing good lattice rules with millions of points, Monte Carlo and Quasi-Monte Carlo Methods 2002 (H. Niederreiter, ed.), Springer-Verlag, 181 - 197 (2004).
• J. Dick and F. Y. Kuo, Reducing the construction cost of the component-by-component construction of good lattice rules, Mathematics of Computation, 73, 1967 - 1988 (2004). doi: 10.1090/S0025-5718-03-01610-7.

2003

• S. Joe and F. Y. Kuo, Remark on Algorithm 659: Implementing Sobol's quasirandom sequence generator, ACM Transactions on Mathematical Software, 29, 49 - 57 (2003). doi: 10.1145/641876.641879.
• F. Y. Kuo and S. Joe, Component-by-component construction of good intermediate-rank lattice rules, SIAM Journal on Numerical Analysis, 41, 1465 - 1486 (2003). doi: 10.1137/S0036142902407162.
• F. Y. Kuo, Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces, Journal of Complexity, 19, 301 - 320 (2003). doi: 10.1016/S0885-064X(03)00006-2.

2002

• F. Y. Kuo and S. Joe, Component-by-component construction of good lattice rules with a composite number of points, Journal of Complexity, 18, 943 - 976 (2002). doi: 10.1006/jcom.2002.0650.
• I. H. Sloan, F. Y. Kuo and S. Joe, Constructing randomly shifted lattice rules in weighted Sobolev spaces, SIAM Journal on Numerical Analysis, 40, 1650 - 1665 (2002). doi: 10.1137/S0036142901393942.
• I. H. Sloan, F. Y. Kuo and S. Joe, On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces, Mathematics of Computation, 71, 1609 - 1640 (2002). doi: 10.1090/S0025-5718-02-01420-5.
• F. Y. Kuo, Constructive approaches to quasi-Monte Carlo methods for multiple integration, Ph.D. thesis, University of Waikato, Hamilton, New Zealand, 2002.