Parameterization based on randomized quasi-Monte Carlo methods (Q991136): Difference between revisions

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+https://doi.org/10.1016/j.parco.2010.03.003
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+W2138643898
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@@ Property / cites work @@
+Implementation and tests of low-discrepancy sequences
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+Randomization of Number Theoretic Methods for Multiple Integration
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+Good permutations for extreme discrepancy
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+The mean square discrepancy of randomized nets
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+The asymptotic efficiency of randomized nets for quadrature
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+Randomization of lattice rules for numerical multiple integration
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+Quasi-Monte Carlo, low discrepancy sequences, and ergodic transformations
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+Parallel computing of a quasi-Monte Carlo algorithm for valuing derivatives
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+A combinatorial central limit theorem for randomized orthogonal array sampling designs
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+The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
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+Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
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+Randomized Halton sequences
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