On integration methods based on scrambled nets of arbitrary size (Q890226)

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English	On integration methods based on scrambled nets of arbitrary size	scientific article

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scholarly article

On integration methods based on scrambled nets of arbitrary size (English)

Journal of Complexity

publication date

9 November 2015

full work available at URL

https://arxiv.org/abs/1408.2773

zbMATH Keywords

integration

randomized quasi-Monte Carlo

scrambling

sequential quasi-Monte Carlo

cubature

numerical examples

convergence

MaRDI profile type

MaRDI publication profile

Particle Markov Chain Monte Carlo Methods

Sequential Monte Carlo Methods in Practice

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Sequential Quasi Monte Carlo

Compact Hilbert indices: space-filling curves for domains with unequal side lengths

The Mean Square Discrepancy of Scrambled (<i>t</i>,<i>s</i>)-Sequences

On the \(L_2\)-discrepancy for anchored boxes

Monte Carlo Variance of Scrambled Net Quadrature

Scrambled net variance for integrals of smooth functions

Scrambling Sobol' and Niederreiter-Xing points

Local antithetic sampling with scrambled nets

A constraint on extensible quadrature rules

Remarks on a Multivariate Transformation

On the variance of quadrature over scrambled nets and sequences

Identifiers

zbMATH Open document ID

Mathematics Subject Classification ID

zbMATH DE Number

10.1016/J.JCO.2015.06.001

Sitelinks

Mathematics(1 entry)

mardi Publication:890226

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