High dimensional polynomial interpolation on sparse grids V Barthelmann, E Novak, K Ritter Advances in Computational Mathematics 12, 273-288, 2000 | 822 | 2000 |

High dimensional integration of smooth functions over cubes E Novak, K Ritter Numerische Mathematik 75 (1), 79-97, 1996 | 479 | 1996 |

Average-case analysis of numerical problems K Ritter Springer Science & Business Media, 2000 | 328 | 2000 |

Simple cubature formulas with high polynomial exactness E Novak, K Ritter Constructive approximation 15 (4), 499-522, 1999 | 324 | 1999 |

Linear programming MJ Best, K Ritter Prentice Hall, 1985 | 199 | 1985 |

Monte Carlo-Algorithmen T Müller-Gronbach, E Novak, K Ritter Springer-Verlag, 2012 | 147 | 2012 |

The curse of dimension and a universal method for numerical integration E Novak, K Ritter Multivariate approximation and splines, 177-187, 1997 | 140 | 1997 |

Approximation and optimization on the Wiener space K Ritter Journal of complexity 6 (4), 337-364, 1990 | 118 | 1990 |

Deterministic multi-level algorithms for infinite-dimensional integration on RN B Niu, FJ Hickernell, T Müller-Gronbach, K Ritter Journal of Complexity 27 (3-4), 331-351, 2011 | 99 | 2011 |

Infinite-dimensional quadrature and approximation of distributions J Creutzig, S Dereich, T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 9, 391-429, 2009 | 98 | 2009 |

Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN FJ Hickernell, T Müller-Gronbach, B Niu, K Ritter Journal of Complexity 26 (3), 229-254, 2010 | 94 | 2010 |

The optimal discretization of stochastic differential equations N Hofmann, T Müller-Gronbach, K Ritter journal of complexity 17 (1), 117-153, 2001 | 93 | 2001 |

Multilevel Monte Carlo approximation of distribution functions and densities MB Giles, T Nagapetyan, K Ritter SIAM/ASA journal on Uncertainty Quantification 3 (1), 267-295, 2015 | 92 | 2015 |

Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions K Ritter, GW Wasilkowski, H Woźniakowski The Annals of Applied Probability, 518-540, 1995 | 88 | 1995 |

Optimal approximation of stochastic differential equations by adaptive step-size control N Hofmann, T Müller-Gronbach, K Ritter Mathematics of computation 69 (231), 1017-1034, 2000 | 72 | 2000 |

Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains PA Cioica, S Dahlke, S Kinzel, F Lindner, T Raasch, K Ritter, RL Schilling arXiv preprint arXiv:1011.1814, 2010 | 66 | 2010 |

A local refinement strategy for constructive quantization of scalar SDEs T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 13, 1005-1033, 2013 | 54 | 2013 |

Derandomization of the Euler scheme for scalar stochastic differential equations T Müller-Gronbach, K Ritter, L Yaroslavtseva Journal of Complexity 28 (2), 139-153, 2012 | 52 | 2012 |

Global optimization using hyperbolic cross points E Novak, K Ritter State of the art in global optimization: computational methods and …, 1996 | 50 | 1996 |

Adaptive wavelet methods for elliptic stochastic partial differential equations PA Cioica, S Dahlke, N Döhring, S Kinzel, F Lindner, T Raasch, K Ritter, ... Preprint 77, 2011 | 48 | 2011 |