Alexander D. Gilbert

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 16

Top Topics

Empirical Bayes

Monte Carlo Methods

Wavelet Synopses

Top Venues

Math. Comput. Simul.

Numerische Mathematik

Publications

Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods. CoRR (2024)
Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems. CoRR (2023)
Nils Friess, Alexander D. Gilbert, Robert Scheichl
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues. CoRR (2023)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, Abirami Srikumar
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation. CoRR (2022)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
. Math. Comput. 91 (336) (2022)
Alexander D. Gilbert, Robert Scheichl
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results. CoRR (2021)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$. CoRR (2021)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Preintegration is not smoothing when monotonicity fails. CoRR (2021)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration. CoRR (2021)
Alexander D. Gilbert, Robert Scheichl
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis. CoRR (2020)
Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl, Ian H. Sloan
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients. Numerische Mathematik 142 (4) (2019)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Hiding the weights - CBC black box algorithms with a guaranteed error bound. Math. Comput. Simul. 143 (2018)
Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. SIAM J. Sci. Comput. 40 (5) (2018)
Alexander D. Gilbert, Greg W. Wasilkowski
Small Superposition Dimension and Active Set Construction for Multivariate Integration Under Modest Error Demand. CoRR (2017)
Alexander D. Gilbert, Greg W. Wasilkowski
Small superposition dimension and active set construction for multivariate integration under modest error demand. J. Complex. 42 (2017)
Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals. CoRR (2017)