Takashi Goda

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 46

Top Topics

Experimental Designs

Top Venues

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

Publications

Takashi Goda
A randomized lattice rule without component-by-component construction. CoRR (2024)
Takashi Goda, Kosuke Suzuki, Makoto Matsumoto
A Universal Median Quasi-Monte Carlo Integration. SIAM J. Numer. Anal. 62 (1) (2024)
Takashi Goda, Yoshihito Kazashi, Ken'ichiro Tanaka
How sharp are error bounds? -lower bounds on quadrature worst-case errors for analytic functions. CoRR (2024)
Takashi Goda
Strong tractability for multivariate integration in a subspace of the Wiener algebra. CoRR (2023)
Tomohiko Hironaka, Takashi Goda
Estimating nested expectations without inner conditional sampling and application to value of information analysis. CoRR (2023)
Tomohiko Hironaka, Takashi Goda
An efficient estimation of nested expectations without conditional sampling. J. Comput. Appl. Math. 421 (2023)
Takashi Goda, Kosuke Suzuki
Improved bounds on the gain coefficients for digital nets in prime power base. J. Complex. 76 (2023)
Takashi Goda
Are quasi-Monte Carlo sequences quasi-uniform? CoRR (2023)
Takashi Goda, Yoshihito Kazashi, Yuya Suzuki
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces. Math. Comput. 93 (348) (2023)
Yoshihito Kazashi, Yuya Suzuki, Takashi Goda
Suboptimality of Gauss-Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness. SIAM J. Numer. Anal. 61 (3) (2023)
Takashi Goda, Wataru Kitade
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization. Math. Comput. Simul. 204 (2023)
Takashi Goda, Pierre L'Ecuyer
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights. CoRR (2022)
Takashi Goda, Tomohiko Hironaka, Wataru Kitade, Adam Foster
Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs. SIAM J. Sci. Comput. 44 (1) (2022)
Takashi Goda, Kosuke Suzuki
Improved bounds on the gain coefficients for digital nets in prime base. CoRR (2022)
Takashi Goda
Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series. CoRR (2022)
Takashi Goda, Kosuke Suzuki
A universal median quasi-Monte Carlo integration. CoRR (2022)
Takashi Goda, Wataru Kitade
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization. CoRR (2022)
Takashi Goda, Pierre L'Ecuyer
Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights. SIAM J. Sci. Comput. 44 (4) (2022)
Takashi Goda, Yoshihito Kazashi, Yuya Suzuki
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces. CoRR (2022)
Yoshihito Kazashi, Yuya Suzuki, Takashi Goda
Sub-optimality of Gauss-Hermite quadrature and optimality of trapezoidal rule for functions with finite smoothness. CoRR (2022)
Josef Dick, Takashi Goda, Kosuke Suzuki
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate. Math. Comput. 91 (338) (2022)
Takashi Goda
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions. J. Complex. 72 (2022)
Kei Ishikawa, Takashi Goda
Efficient debiased evidence estimation by multilevel Monte Carlo sampling. UAI (2021)
Josef Dick, Takashi Goda, Kosuke Suzuki
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate. CoRR (2021)
Tomohiko Hironaka, Takashi Goda
An efficient estimation of nested expectations without conditional sampling. CoRR (2021)
Josef Dick, Takashi Goda, Hiroya Murata
Toeplitz Monte Carlo. Stat. Comput. 31 (1) (2021)
Takashi Goda
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions. CoRR (2021)
Josef Dick, Takashi Goda
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm. J. Comput. Appl. Math. 382 (2021)
Takashi Goda
A simple algorithm for global sensitivity analysis with Shapley effects. Reliab. Eng. Syst. Saf. 213 (2021)
Josef Dick, Takashi Goda, Hiroya Murata
Toeplitz Monte Carlo. CoRR (2020)
Takashi Goda, Tomohiko Hironaka, Wataru Kitade
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs. CoRR (2020)
Tomohiko Hironaka, Michael B. Giles, Takashi Goda, Howard Thom
Multilevel Monte Carlo Estimation of the Expected Value of Sample Information. SIAM/ASA J. Uncertain. Quantification 8 (3) (2020)
Kei Ishikawa, Takashi Goda
Efficient Debiased Variational Bayes by Multilevel Monte Carlo Methods. CoRR (2020)
Josef Dick, Takashi Goda, Takehito Yoshiki
Richardson Extrapolation of Polynomial Lattice Rules. SIAM J. Numer. Anal. 57 (1) (2019)
Takashi Goda, Kei Ishikawa
Multilevel Monte Carlo estimation of log marginal likelihood. CoRR (2019)
Takashi Goda
On the separability of multivariate functions. Math. Comput. Simul. 159 (2019)
Josef Dick, Takashi Goda
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm. CoRR (2019)
Michael B. Giles, Takashi Goda
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Stat. Comput. 29 (4) (2019)
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
Lattice rules in non-periodic subspaces of Sobolev spaces. Numerische Mathematik 141 (2) (2019)
Tomohiko Hironaka, Michael B. Giles, Takashi Goda, Howard Thom
Multilevel Monte Carlo estimation of the expected value of sample information. CoRR (2019)
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
Optimal Order Quadrature Error Bounds for Infinite-Dimensional Higher-Order Digital Sequences. Found. Comput. Math. 18 (2) (2018)
Takashi Goda
Computing the variance of a conditional expectation via non-nested Monte Carlo. Oper. Res. Lett. 45 (1) (2017)
Josef Dick, Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
Construction of interlaced polynomial lattice rules for infinitely differentiable functions. Numerische Mathematik 137 (2) (2017)
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
An Explicit Construction of Optimal Order Quasi-Monte Carlo Rules for Smooth Integrands. SIAM J. Numer. Anal. 54 (4) (2016)
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration. J. Complex. 33 (2016)
Takashi Goda
Quasi-Monte Carlo integration using digital nets with antithetics. J. Comput. Appl. Math. 304 (2016)
Takashi Goda, Josef Dick
Construction of Interlaced Scrambled Polynomial Lattice Rules of Arbitrary High Order. Found. Comput. Math. 15 (5) (2015)
Takashi Goda
Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces. J. Comput. Appl. Math. 285 (2015)
Takashi Goda
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces. Numer. Algorithms 69 (2) (2015)
Takashi Goda
Constructing good higher order polynomial lattice rules with modulus of reduced degree. J. Complex. 31 (2) (2015)
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki
The b-adic tent transformation for quasi-Monte Carlo integration using digital nets. J. Approx. Theory 194 (2015)
Takashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki
The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets. MCQMC (2014)