Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Lattice rules with random $n$ achieve nearly the optimal
  $\mathcal{O}(n^{-\alpha-1/2})$ error independently of the dimension   We analyze a new random algorithm for numerical integration of $d$-variate
functions over $[0,1]^d$ from a weighted Sobolev space with dominating mixed
smoothness $\alpha\ge 0$ and product weights
$1\ge\gamma_1\ge\gamma_2\ge\cdots>0$, where the functions are continuous and
periodic when $\alpha>1/2$. The algorithm is based on rank-$1$ lattice rules
with a random number of points~$n$. For the case $\alpha>1/2$, we prove that
the algorithm achieves almost the optimal order of convergence of
$\mathcal{O}(n^{-\alpha-1/2})$, where the implied constant is independent of
the dimension~$d$ if the weights satisfy $\sum_{j=1}^\infty
\gamma_j^{1/\alpha}<\infty$. The same rate of convergence holds for the more
general case $\alpha>0$ by adding a random shift to the lattice rule with
random $n$. This shows, in particular, that the exponent of strong tractability
in the randomized setting equals $1/(\alpha+1/2)$, if the weights decay fast
enough. We obtain a lower bound to indicate that our results are essentially
optimal. This paper is a significant advancement over previous related works
with respect to the potential for implementation and the independence of error
bounds on the problem dimension. Other known algorithms which achieve the
optimal error bounds, such as those based on Frolov's method, are very
difficult to implement especially in high dimensions. Here we adapt a
lesser-known randomization technique introduced by Bakhvalov in 1961. This
algorithm is based on rank-$1$ lattice rules which are very easy to implement
given the integer generating vectors. A simple probabilistic approach can be
used to obtain suitable generating vectors.

25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
35
The categories of this paper are: mtrl-th
17
The categories of this paper are: q-fin
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con
32
The categories of this paper are: atom-ph