Variance reduction techniques and quasi-Monte Carlo methods
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Publication:5946106
DOI10.1016/S0377-0427(00)00331-9zbMath0984.65003MaRDI QIDQ5946106
Publication date: 14 May 2002
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
convergenceMonte Carlo methodsvariance reductionquasi-Monte Carlo methodsquasi-random integration rules
Cites Work
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Quasi-Monte Carlo integration
- Smoothness and dimension reduction in quasi-Monte Carlo methods
- Discrépance de suites associées à un système de numération (en dimension s)
- Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
- On the distribution of points in a cube and the approximate evaluation of integrals
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