Frances Kuo
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Taiwanese-born New Zealand mathematician
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Why Is Frances Kuo Influential?
(Suggest an Edit or Addition)According to Wikipedia, Frances Y. Kuo is an applied mathematician known for her research on low-discrepancy sequences and quasi-Monte Carlo methods for numerical integration and finite element analysis. Originally from Taiwan, she was educated in New Zealand, and works in Australia as a professor in applied mathematics at the University of New South Wales.
Frances Kuo's Published Works
Published Works
- High-dimensional integration: The quasi-Monte Carlo way*† (2013) (545)
- Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator (2003) (344)
- Constructing Sobol Sequences with Better Two-Dimensional Projections (2008) (280)
- Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients (2012) (227)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (2011) (166)
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces (2003) (159)
- Lifting the Curse of Dimensionality (2005) (152)
- On decompositions of multivariate functions (2009) (145)
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces (2002) (141)
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients (2015) (116)
- Constructing Embedded Lattice Rules for Multivariate Integration (2006) (114)
- On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces (2002) (99)
- Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation (2016) (95)
- Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients (2015) (92)
- Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs (2014) (86)
- Construction algorithms for polynomial lattice rules for multivariate integration (2005) (78)
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems (2015) (76)
- Liberating the dimension (2010) (72)
- QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND (2011) (68)
- Lattice Rules for Multivariate Approximation in the Worst Case Setting (2006) (64)
- On the power of standard information for multivariate approximation in the worst case setting (2009) (58)
- The smoothing effect of the ANOVA decomposition (2010) (57)
- Lattice rule algorithms for multivariate approximation in the average case setting (2008) (51)
- Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points (2002) (48)
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands (2010) (47)
- The smoothing effect of integration in Rd and the ANOVA decomposition (2013) (44)
- Multilevel Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations (2016) (42)
- Fast CBC construction of randomly shifted lattice rules achieving O(n-1+δ) convergence for unbounded integrands over R5 in weighted spaces with POD weights (2014) (42)
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (2017) (40)
- Quasi-Monte Carlo for finance applications (2008) (40)
- Randomly shifted lattice rules for unbounded integrands (2006) (34)
- Constructing lattice rules based on weighted degree of exactness and worst case error (2010) (32)
- Higher order QMC Galerkin discretization for parametric operator equations (2013) (32)
- Multivariate L∞ approximation in the worst case setting over reproducing kernel Hilbert spaces (2008) (32)
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients (2017) (29)
- Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels (2007) (27)
- Note on "The smoothing effect of integration in ℝd and the ANOVA decomposition" (2012) (26)
- Quasi-Monte Carlo methods can be efficient for integration over products of spheres (2005) (26)
- Fast random field generation with H-matrices (2017) (26)
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (2021) (25)
- High dimensional integration of kinks and jumps - Smoothing by preintegration (2017) (24)
- Multi-level higher order QMC Galerkin discretization for affine parametric operator equations (2014) (22)
- Lattice Algorithms for Multivariate L∞ Approximation in the Worst-Case Setting (2009) (21)
- Periodization strategy may fail in high dimensions (2007) (21)
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions (2016) (20)
- Monte Carlo and quasi-Monte Carlo methods 2012 (2013) (20)
- CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND” (2012) (20)
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients (2018) (19)
- Reducing the construction cost of the component-by-component construction of good lattice rules (2003) (19)
- Weighted compound integration rules with higher order convergence for all N (2012) (19)
- Quasi-Monte Carlo for Highly Structured Generalised Response Models (2008) (18)
- Infinite-dimensional integration and the multivariate decomposition method (2015) (18)
- Function integration, reconstruction and approximation using rank-1 lattices (2019) (17)
- Constructing Good Lattice Rules with Millions of Points (2004) (15)
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth (2016) (14)
- Component-By-Component Construction of Good Intermediate-Rank Lattice Rules (2003) (13)
- Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels (2012) (13)
- Fast QMC Matrix-Vector Multiplication (2015) (13)
- Uncertainty Quantification Using Periodic Random Variables (2019) (12)
- Quasi-Monte Carlo finite element methods for elliptic PDEs with log-normal random coefficient (2013) (12)
- Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals (2017) (12)
- Multivariate integration for analytic functions with Gaussian kernels (2016) (11)
- On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics (2013) (10)
- Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions (2006) (10)
- Algorithms and Complexity for Continuous Problems (2012) (10)
- Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension (2017) (9)
- Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification (2020) (9)
- A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty (2019) (9)
- Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients (2016) (8)
- Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial (2016) (7)
- Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media (2020) (7)
- Hot new directions for quasi-Monte Carlo research in step with applications (2016) (6)
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (2022) (6)
- REDUCING THE CONSTRUCTION COST OF THE COMPONENT-BY-COMPONENT CONSTRUCTION OF GOOD LATTICE RULES (2004) (6)
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights (2019) (5)
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters (2019) (5)
- A component-by-component approach to efficient numerical integration over products of spheres (2007) (5)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$ (2021) (4)
- Preintegration is not smoothing when monotonicity fails (2021) (4)
- On the power of standard information for L∞ approximation in the randomized setting (2009) (4)
- Quasi-Monte Carlo methods for computing flow in random porous media (2010) (3)
- The multivariate decomposition method for infinite-dimensional integration (2015) (3)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients (2016) (2)
- On the expected uniform error of geometric Brownian motion approximated by the L\'evy-Ciesielski construction (2017) (2)
- Approximation in cosine space using tent transformed lattice rules (2014) (2)
- Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory (2020) (2)
- Uncertainty quantification for random domains using periodic random variables (2022) (2)
- Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points (2022) (2)
- Sobol Sequences with Better Two-Dimensional Projections [R package SobolSequence version 1.0] (2017) (1)
- Worst-Case Error for Unshifted Lattice Rules Without Randomisation (2018) (1)
- Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration (2021) (1)
- Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation (2016) (1)
- Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients (2015) (1)
- Hiding the weights - CBC black box algorithms with a guaranteed error bound (2018) (1)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (2021) (1)
- Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions (2023) (1)
- Optimal algorithms for doubly weighted approximation of univariate functions (2016) (1)
- An illustrated story of fast construction of embedded lattice sequences for weighted spaces (2005) (0)
- Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation (2022) (0)
- Approximation with lattice points (2015) (0)
- Quasi-Monte Carlo and FFT sampling for elliptic PDEs with lognormal random coefficients (2016) (0)
- Correction to: Lattice Algorithms for Multivariate $$L_\infty $$ L ∞ Approximation in the Worst-Case Setting (2020) (0)
- Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration (2023) (0)
- Lattice field computations via recursive numerical integration (2021) (0)
- Quasi-Monte Carlo methods using circulant embedding techniques for elliptic PDEs with random coefficients (2016) (0)
- Weighted compound integration rules with higher order convergence for all N (2011) (0)
- Fast random field generation with H-matrices (2018) (0)
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients (2014) (0)
- 202 12391 – Algorithms and Complexity for Continuous Problems 2 Table of Contents (2013) (0)
- Uniform Distribution Theory and Applications (2013) (0)
- Construction of quasi-Monte Carlo methods for parametric PDE problems (2015) (0)
- Quasi-Monte Carlo for finance applications (2008) (0)
- Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels (2011) (0)
- Guest Editors' Preface (2015) (0)
- ON DECOMPOSITIONS OF MULTIVARIATE FUNCTIONS (2010) (0)
- Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 19341) (2019) (0)
- Correction to: Fast random field generation with H-matrices (2019) (0)
- An algorithm for the construction of weighted degree lattice rules (2010) (0)
- Correction to: Fast random field generation with H-matrices (2019) (0)
- Stolarsky’s Invariance Principle and Discrepancy of Point Sets on the Sphere (2013) (0)
- Application of QMC methods to PDEs with random coefficients : a survey of analysis and implementation (2016) (0)
- On the expected uniform error of Brownian motion approximated by the L\'evy-Ciesielski construction (2017) (0)
- Integration and approximation in cosine space (2015) (0)
- High order of convergence using lattice sequences for numerical integration (2008) (0)
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients (2018) (0)
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients (2019) (0)
- N A ] 1 9 M ay 2 01 9 Uncertainty quantification using periodic random variables (2019) (0)
- Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 12391) (2012) (0)
- On higher order of convergence using lattice sequences (2009) (0)
- Comparison of Two Search Criteria for Lattice-based Kernel Approximation (2023) (0)
- Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification (2021) (0)
- Constructing good embedded lattice sequences with millions of points (2005) (0)
- Derandomised lattice rules for high dimensional integration (2019) (0)
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