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Takashi Goda
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2020 – today
- 2024
- [j30]Takashi Goda, Kosuke Suzuki, Makoto Matsumoto:
A Universal Median Quasi-Monte Carlo Integration. SIAM J. Numer. Anal. 62(1): 533-566 (2024) - [j29]Takashi Goda, Yoshihito Kazashi, Ken'ichiro Tanaka:
How Sharp Are Error Bounds? -Lower Bounds on Quadrature Worst-Case Errors for Analytic Functions-. SIAM J. Numer. Anal. 62(5): 2370-2392 (2024) - [i23]Takashi Goda, Yoshihito Kazashi, Ken'ichiro Tanaka:
How sharp are error bounds? -lower bounds on quadrature worst-case errors for analytic functions. CoRR abs/2401.07196 (2024) - [i22]Takashi Goda:
A randomized lattice rule without component-by-component construction. CoRR abs/2403.02660 (2024) - [i21]Mou Cai, Takashi Goda, Yoshihito Kazashi:
L2-approximation using randomized lattice algorithms. CoRR abs/2409.18757 (2024) - [i20]Josef Dick, Takashi Goda, Kosuke Suzuki:
Some tractability results for multivariate integration in subspaces of the Wiener algebra. CoRR abs/2410.09060 (2024) - 2023
- [j28]Takashi Goda, Kosuke Suzuki:
Improved bounds on the gain coefficients for digital nets in prime power base. J. Complex. 76: 101722 (2023) - [j27]Tomohiko Hironaka, Takashi Goda:
An efficient estimation of nested expectations without conditional sampling. J. Comput. Appl. Math. 421: 114811 (2023) - [j26]Takashi Goda, Wataru Kitade:
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization. Math. Comput. Simul. 204: 743-763 (2023) - [j25]Takashi Goda, Yoshihito Kazashi, Yuya Suzuki:
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces. Math. Comput. 93(348): 1655-1676 (2023) - [j24]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): 1426-1448 (2023) - [i19]Takashi Goda:
Strong tractability for multivariate integration in a subspace of the Wiener algebra. CoRR abs/2306.01541 (2023) - [i18]Tomohiko Hironaka, Takashi Goda:
Estimating nested expectations without inner conditional sampling and application to value of information analysis. CoRR abs/2306.04363 (2023) - [i17]Takashi Goda:
Are quasi-Monte Carlo sequences quasi-uniform? CoRR abs/2311.05830 (2023) - 2022
- [j23]Takashi Goda:
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions. J. Complex. 72: 101647 (2022) - [j22]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): 2771-2801 (2022) - [j21]Takashi Goda, Tomohiko Hironaka, Wataru Kitade, Adam Foster:
Unbiased MLMC Stochastic Gradient-Based Optimization of Bayesian Experimental Designs. SIAM J. Sci. Comput. 44(1): 286- (2022) - [j20]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): 2765- (2022) - [i16]Takashi Goda, Pierre L'Ecuyer:
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights. CoRR abs/2201.09413 (2022) - [i15]Yoshihito Kazashi, Yuya Suzuki, Takashi Goda:
Sub-optimality of Gauss-Hermite quadrature and optimality of trapezoidal rule for functions with finite smoothness. CoRR abs/2202.11420 (2022) - [i14]Takashi Goda, Wataru Kitade:
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization. CoRR abs/2206.01991 (2022) - [i13]Takashi Goda, Kosuke Suzuki:
Improved bounds on the gain coefficients for digital nets in prime base. CoRR abs/2207.04666 (2022) - [i12]Takashi Goda, Kosuke Suzuki:
A universal median quasi-Monte Carlo integration. CoRR abs/2209.13186 (2022) - [i11]Takashi Goda:
Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series. CoRR abs/2210.06185 (2022) - [i10]Takashi Goda, Yoshihito Kazashi, Yuya Suzuki:
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces. CoRR abs/2212.11476 (2022) - 2021
- [j19]Josef Dick, Takashi Goda:
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm. J. Comput. Appl. Math. 382: 113062 (2021) - [j18]Takashi Goda:
A simple algorithm for global sensitivity analysis with Shapley effects. Reliab. Eng. Syst. Saf. 213: 107702 (2021) - [j17]Josef Dick, Takashi Goda, Hiroya Murata:
Toeplitz Monte Carlo. Stat. Comput. 31(1): 1 (2021) - [c2]Kei Ishikawa, Takashi Goda:
Efficient debiased evidence estimation by multilevel Monte Carlo sampling. UAI 2021: 34-43 - [i9]Takashi Goda:
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions. CoRR abs/2106.12184 (2021) - [i8]Josef Dick, Takashi Goda, Kosuke Suzuki:
Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate. CoRR abs/2109.11694 (2021) - [i7]Tomohiko Hironaka, Takashi Goda:
An efficient estimation of nested expectations without conditional sampling. CoRR abs/2111.12278 (2021) - 2020
- [j16]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): 1236-1259 (2020) - [i6]Kei Ishikawa, Takashi Goda:
Efficient Debiased Variational Bayes by Multilevel Monte Carlo Methods. CoRR abs/2001.04676 (2020) - [i5]Josef Dick, Takashi Goda, Hiroya Murata:
Toeplitz Monte Carlo. CoRR abs/2003.03915 (2020) - [i4]Takashi Goda, Tomohiko Hironaka, Wataru Kitade:
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs. CoRR abs/2005.08414 (2020)
2010 – 2019
- 2019
- [j15]Takashi Goda:
On the separability of multivariate functions. Math. Comput. Simul. 159: 210-219 (2019) - [j14]Takashi Goda, Kosuke Suzuki, Takehito Yoshiki:
Lattice rules in non-periodic subspaces of Sobolev spaces. Numerische Mathematik 141(2): 399-427 (2019) - [j13]Michael B. Giles, Takashi Goda:
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Stat. Comput. 29(4): 739-751 (2019) - [j12]Josef Dick, Takashi Goda, Takehito Yoshiki:
Richardson Extrapolation of Polynomial Lattice Rules. SIAM J. Numer. Anal. 57(1): 44-69 (2019) - [i3]Tomohiko Hironaka, Michael B. Giles, Takashi Goda, Howard Thom:
Multilevel Monte Carlo estimation of the expected value of sample information. CoRR abs/1909.00549 (2019) - [i2]Takashi Goda, Kei Ishikawa:
Multilevel Monte Carlo estimation of log marginal likelihood. CoRR abs/1912.10636 (2019) - [i1]Josef Dick, Takashi Goda:
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm. CoRR abs/1912.10651 (2019) - 2018
- [j11]Takashi Goda, Kosuke Suzuki, Takehito Yoshiki:
Optimal Order Quadrature Error Bounds for Infinite-Dimensional Higher-Order Digital Sequences. Found. Comput. Math. 18(2): 433-458 (2018) - 2017
- [j10]Josef Dick, Takashi Goda, Kosuke Suzuki, Takehito Yoshiki:
Construction of interlaced polynomial lattice rules for infinitely differentiable functions. Numerische Mathematik 137(2): 257-288 (2017) - [j9]Takashi Goda:
Computing the variance of a conditional expectation via non-nested Monte Carlo. Oper. Res. Lett. 45(1): 63-67 (2017) - 2016
- [j8]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: 30-54 (2016) - [j7]Takashi Goda:
Quasi-Monte Carlo integration using digital nets with antithetics. J. Comput. Appl. Math. 304: 26-42 (2016) - [j6]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): 2664-2683 (2016) - 2015
- [j5]Takashi Goda, Josef Dick:
Construction of Interlaced Scrambled Polynomial Lattice Rules of Arbitrary High Order. Found. Comput. Math. 15(5): 1245-1278 (2015) - [j4]Takashi Goda, Kosuke Suzuki, Takehito Yoshiki:
The b-adic tent transformation for quasi-Monte Carlo integration using digital nets. J. Approx. Theory 194: 62-86 (2015) - [j3]Takashi Goda:
Constructing good higher order polynomial lattice rules with modulus of reduced degree. J. Complex. 31(2): 237-259 (2015) - [j2]Takashi Goda:
Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces. J. Comput. Appl. Math. 285: 279-294 (2015) - [j1]Takashi Goda:
Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces. Numer. Algorithms 69(2): 357-396 (2015) - 2014
- [c1]Takashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki:
The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets. MCQMC 2014: 331-350
Coauthor Index
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last updated on 2024-12-03 20:30 CET by the dblp team
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