Frances Y. Kuo

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 52

Top Topics

High Dimensional

Gaussian Kernels

Top Venues

Numerische Mathematik

SIAM J. Numer. Anal.

Publications

Mahadevan Ganesh, Frances Y. Kuo, Ian H. Sloan
Corrigendum: Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media. SIAM/ASA J. Uncertain. Quantification 12 (1) (2024)
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings, Ian H. Sloan
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. Numerische Mathematik 156 (2) (2024)
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)
Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
Uncertainty quantification for random domains using periodic random variables. Numerische Mathematik 156 (1) (2024)
Frances Y. Kuo, Weiwen Mo, Dirk Nuyens, Ian H. Sloan, Abirami Srikumar
Comparison of Two Search Criteria for Lattice-based Kernel Approximation. CoRR (2023)
Frances Y. Kuo, Dirk Nuyens, Laurence Wilkes
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration. J. Complex. 79 (2023)
Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions. CoRR (2023)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities. SIAM J. Numer. Anal. 61 (1) (2023)
Frances Y. Kuo, Dirk Nuyens, Laurence Wilkes
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration. CoRR (2023)
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings, Ian H. Sloan
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. CoRR (2022)
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)
Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
Uncertainty quantification for random domains using periodic random variables. CoRR (2022)
Frances Y. Kuo, Weiwen Mo, Dirk Nuyens
Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points. CoRR (2022)
Vesa Kaarnioja, Yoshihito Kazashi, Frances Y. Kuo, Fabio Nobile, Ian H. Sloan
Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification. Numerische Mathematik 150 (1) (2022)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
. Math. Comput. 91 (336) (2022)
Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile, Dirk Nuyens
Function integration, reconstruction and approximation using rank-1 lattices. Math. Comput. 90 (330) (2021)
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings, Ian H. Sloan
A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty. SIAM/ASA J. Uncertain. Quantification 9 (2) (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)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. Math. Comput. 90 (328) (2021)
Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Preintegration is not smoothing when monotonicity fails. CoRR (2021)
Tobias Hartung, Karl Jansen, Frances Y. Kuo, Hernan Leövey, Dirk Nuyens, Ian H. Sloan
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory. J. Comput. Phys. 443 (2021)
Mahadevan Ganesh, Frances Y. Kuo, Ian H. Sloan
Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media. SIAM/ASA J. Uncertain. Quantification 9 (1) (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)
Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
Uncertainty Quantification Using Periodic Random Variables. SIAM J. Numer. Anal. 58 (2) (2020)
Dmitriy Bilyk, Aicke Hinrichs, Frances Y. Kuo, Klaus Ritter
Guest editors' preface. J. Complex. 61 (2020)
Mahadevan Ganesh, Frances Y. Kuo, Ian H. Sloan
Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media. CoRR (2020)
Tobias Hartung, Karl Jansen, Frances Y. Kuo, Hernan Leövey, Dirk Nuyens, Ian H. Sloan
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory. CoRR (2020)
Vesa Kaarnioja, Yoshihito Kazashi, Frances Y. Kuo, Fabio Nobile, Ian H. Sloan
Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification. 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)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. CoRR (2019)
Dmitriy Bilyk, Aicke Hinrichs, Frances Y. Kuo, Klaus Ritter
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 19341). Dagstuhl Reports 9 (8) (2019)
Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile, Dirk Nuyens
Function integration, reconstruction and approximation using rank-1 lattices. CoRR (2019)
Michael Feischl, Frances Y. Kuo, Ian H. Sloan
-matrices. Numerische Mathematik 142 (3) (2019)
Peter Kritzer, Frances Y. Kuo, Dirk Nuyens, Mario Ullrich
Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension. J. Approx. Theory 240 (2019)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters. CoRR (2019)
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings, Ian H. Sloan
A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty. CoRR (2019)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. Numerische Mathematik 140 (2) (2018)
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)
Michael Feischl, Frances Y. Kuo, Ian H. Sloan
-matrices. Numerische Mathematik 140 (3) (2018)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields. SIAM J. Numer. Anal. 56 (3) (2018)
Andreas Griewank, Frances Y. Kuo, Hernan Leövey, Ian H. Sloan
High dimensional integration of kinks and jumps - Smoothing by preintegration. J. Comput. Appl. Math. 344 (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)
Michael Griebel, Frances Y. Kuo, Ian H. Sloan
and the ANOVA decomposition". Math. Comput. 86 (306) (2017)
Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Math. Comput. 86 (308) (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)
Frances Y. Kuo, Dirk Nuyens, Leszek Plaskota, Ian H. Sloan, Grzegorz W. Wasilkowski
Infinite-dimensional integration and the multivariate decomposition method. J. Comput. Appl. Math. 326 (2017)
Michael Griebel, Frances Y. Kuo, Ian H. Sloan
The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth. Math. Comput. 86 (306) (2017)
Frances Y. Kuo, Ian H. Sloan, Henryk Wozniakowski
Multivariate integration for analytic functions with Gaussian kernels. Math. Comput. 86 (304) (2017)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Gowri Suryanarayana
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions. J. Complex. 36 (2016)
Frances Y. Kuo, Dirk Nuyens
Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation. Found. Comput. Math. 16 (6) (2016)
Josef Dick, Frances Y. Kuo, Quoc Thong Le Gia, Christoph Schwab
Multilevel Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations. SIAM J. Numer. Anal. 54 (4) (2016)
Frances Y. Kuo, Leszek Plaskota, Grzegorz W. Wasilkowski
Optimal algorithms for doubly weighted approximation of univariate functions. J. Approx. Theory 201 (2016)
Michael Gnewuch, Frances Y. Kuo, Harald Niederreiter, Henryk Wozniakowski
Guest Editors' Preface. J. Complex. 31 (3) (2015)
Frances Y. Kuo, Christoph Schwab, Ian H. Sloan
Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients. Found. Comput. Math. 15 (2) (2015)
Josef Dick, Frances Y. Kuo, Quoc Thong Le Gia, Christoph Schwab
Fast QMC Matrix-Vector Multiplication. SIAM J. Sci. Comput. 37 (3) (2015)
Ivan G. Graham, Frances Y. Kuo, James A. Nichols, Robert Scheichl, Christoph Schwab, Ian H. Sloan
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients. Numerische Mathematik 131 (2) (2015)
Josef Dick, Frances Y. Kuo, Quoc Thong Le Gia, Dirk Nuyens, Christoph Schwab
Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs. SIAM J. Numer. Anal. 52 (6) (2014)
James A. Nichols, Frances Y. Kuo
in weighted spaces with POD weights. J. Complex. 30 (4) (2014)
Josef Dick, Frances Y. Kuo, Ian H. Sloan
High-dimensional integration: The quasi-Monte Carlo way. Acta Numer. 22 (2013)
Michael Griebel, Frances Y. Kuo, Ian H. Sloan
and the ANOVA decomposition. Math. Comput. 82 (281) (2013)
Fred J. Hickernell, Peter Kritzer, Frances Y. Kuo, Dirk Nuyens
Weighted compound integration rules with higher order convergence for all N. Numer. Algorithms 59 (2) (2012)
Frances Y. Kuo, Christoph Schwab, Ian H. Sloan
Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients. SIAM J. Numer. Anal. 50 (6) (2012)
Alexander Keller, Frances Y. Kuo, Andreas Neuenkirch, Joseph F. Traub
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 12391). Dagstuhl Reports 2 (9) (2012)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. J. Comput. Phys. 230 (10) (2011)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens
Constructing lattice rules based on weighted degree of exactness and worst case error. Computing 87 (1-2) (2010)
Michael Griebel, Frances Y. Kuo, Ian H. Sloan
The smoothing effect of the ANOVA decomposition. J. Complex. 26 (5) (2010)
Frances Y. Kuo, Ian H. Sloan, Grzegorz W. Wasilkowski, Henryk Wozniakowski
Liberating the dimension. J. Complex. 26 (5) (2010)
Frances Y. Kuo, Ian H. Sloan, Grzegorz W. Wasilkowski, Benjamin J. Waterhouse
Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands. J. Complex. 26 (2) (2010)
Frances Y. Kuo, Ian H. Sloan, Grzegorz W. Wasilkowski, Henryk Wozniakowski
On decompositions of multivariate functions. Math. Comput. 79 (270) (2010)
Frances Y. Kuo, Grzegorz W. Wasilkowski, Henryk Wozniakowski
On the power of standard information for multivariate approximation in the worst case setting. J. Approx. Theory 158 (1) (2009)
Frances Y. Kuo, Grzegorz W. Wasilkowski, Henryk Wozniakowski
approximation in the worst case setting over reproducing kernel Hilbert spaces. J. Approx. Theory 152 (2) (2008)
Stephen Joe, Frances Y. Kuo
Constructing Sobol Sequences with Better Two-Dimensional Projections. SIAM J. Sci. Comput. 30 (5) (2008)
Frances Y. Kuo, Ian H. Sloan, Henryk Wozniakowski
Lattice rule algorithms for multivariate approximation in the average case setting. J. Complex. 24 (2) (2008)
Frances Y. Kuo, Ian H. Sloan, Henryk Wozniakowski
Periodization strategy may fail in high dimensions. Numer. Algorithms 46 (4) (2007)
Josef Dick, Peter Kritzer, Frances Y. Kuo, Ian H. Sloan
Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels. J. Complex. 23 (4-6) (2007)
Kerstin Hesse, Frances Y. Kuo, Ian H. Sloan
A component-by-component approach to efficient numerical integration over products of spheres. J. Complex. 23 (1) (2007)
Frances Y. Kuo, Grzegorz W. Wasilkowski, Benjamin J. Waterhouse
Randomly shifted lattice rules for unbounded integrands. J. Complex. 22 (5) (2006)
Benjamin J. Waterhouse, Frances Y. Kuo, Ian H. Sloan
Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions. J. Complex. 22 (1) (2006)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens
Constructing Embedded Lattice Rules for Multivariate Integration. SIAM J. Sci. Comput. 28 (6) (2006)
Frances Y. Kuo, Ian H. Sloan
Quasi-Monte Carlo methods can be efficient for integration over products of spheres. J. Complex. 21 (2) (2005)
Josef Dick, Frances Y. Kuo, Friedrich Pillichshammer, Ian H. Sloan
Construction algorithms for polynomial lattice rules for multivariate integration. Math. Comput. 74 (252) (2005)
Josef Dick, Frances Y. Kuo
Reducing the construction cost of the component-by-component construction of good lattice rules. Math. Comput. 73 (248) (2004)
Frances Y. Kuo
Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces. J. Complex. 19 (3) (2003)
Stephen Joe, Frances Y. Kuo
Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator. ACM Trans. Math. Softw. 29 (1) (2003)
Frances Y. Kuo, Stephen Joe
Component-By-Component Construction of Good Intermediate-Rank Lattice Rules. SIAM J. Numer. Anal. 41 (4) (2003)
Ian H. Sloan, Frances Y. Kuo, Stephen Joe
Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces. SIAM J. Numer. Anal. 40 (5) (2002)
Ian H. Sloan, Frances Y. Kuo, Stephen Joe
On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces. Math. Comput. 71 (240) (2002)
Frances Y. Kuo, Stephen Joe
Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points. J. Complex. 18 (4) (2002)