On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
From MaRDI portal
Publication:771796
DOI10.1007/BF01386213zbMath0090.34505MaRDI QIDQ771796
Publication date: 1960
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/131448
Related Items (only showing first 100 items - show all)
A new bias-corrected estimator method in extreme value distributions with small sample size ⋮ Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing ⋮ Allgemeiner Bericht über Monte-Carlo-Methoden ⋮ Strong tractability of multivariate integration using quasi–Monte Carlo algorithms ⋮ Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions ⋮ Optimal Halton Sequence via Inversive Scrambling ⋮ Steps Toward Derandomizing RRTs ⋮ valuation of options on joint minima and maxima ⋮ Block preconditioners for linear systems arising from multiscale collocation with compactly supported RBFs ⋮ A CARTOPT METHOD FOR BOUND-CONSTRAINED GLOBAL OPTIMIZATION ⋮ Decrease of the mean of the quasi-random integration error ⋮ Entropy, Randomization, Derandomization, and Discrepancy ⋮ Extensions of Atanassov’s Methods for Halton Sequences ⋮ Randomized quasi-random sampling/importance resampling ⋮ Discrepancy Bounds for β $$\boldsymbol{\beta }$$ -adic Halton Sequences ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Modified controlled random search algorithms ⋮ Quantum radial basis function method for the Poisson equation ⋮ HALO: a full-orbit model of nonlinear interaction of fast particles with eigenmodes ⋮ Radiative heat transfer with quasi-monte carlo methods ⋮ On Multiscale Quasi-Interpolation of Scattered Scalar- and Manifold-Valued Functions ⋮ An outlier detection and recovery method based on moving least squares quasi-interpolation scheme and \(\text{ł}_0\)-minimization problem ⋮ Multi-dimensional summation-by-parts operators for general function spaces: theory and construction ⋮ Comparison Between LS-Sequences and $$\beta $$ β -Adic van der Corput Sequences ⋮ Application of high-credible statistical results calculation scheme based on least squares quasi-Monte Carlo method in multimodal stochastic problems ⋮ NUMBER-THEORETIC METHOD IN APPROXIMATE ANALYSIS ⋮ On Sampling Methods for Costly Multi-Objective Black-Box Optimization ⋮ Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials ⋮ О классических теоретико-числовых сетках ⋮ On Dropping the First Sobol’ Point ⋮ Guidelines for RBF-FD discretization: numerical experiments on the interplay of a multitude of parameter choices ⋮ A Universal Median Quasi-Monte Carlo Integration ⋮ Expected integration approximation under general equal measure partition ⋮ Multivariate Polynomial Chaos Expansions with Dependent Variables ⋮ Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models ⋮ Hierarchical Matrix Approximation for Kernel-Based Scattered Data Interpolation ⋮ TIGHTER BOUNDS FOR THE DISCREPANCY OF BOXES AND POLYTOPES ⋮ Discrepancy of Digital Sequences: New Results on a Classical QMC Topic ⋮ On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets ⋮ Pricing Options Using Lattice Rules ⋮ Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling ⋮ Unnamed Item ⋮ Generating correlated random vector involving discrete variables ⋮ Unnamed Item ⋮ Factorization, Symmetrization, and Truncated Transformation of Radial Basis Function-GA Stabilized Gaussian Radial Basis Functions ⋮ Piercing random boxes ⋮ Sequential Design of Experiment for Sparse Polynomial Chaos Expansions ⋮ An observer-based decentralized tracker for sampled-data systems: an evolutionary programming approach ⋮ Adaptive Sampling for Nonlinear Dimensionality Reduction Based on Manifold Learning ⋮ Optimality and Regularization Properties of Quasi-Interpolation: Deterministic and Stochastic Approaches ⋮ Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products ⋮ A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems ⋮ Deep Nitsche Method: Deep Ritz Method with Essential Boundary Conditions ⋮ The Monte Carlo Algorithm with a Pseudorandom Generator ⋮ A spectrally accurate numerical implementation of the Fokas transform method for Helmholtz-type PDEs ⋮ Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient ⋮ An integrated collision avoidance system for autonomous underwater vehicles ⋮ Variance reduction techniques and quasi-Monte Carlo methods ⋮ Quasi-Random Sampling Importance Resampling ⋮ Linear quadratic Nash game-based tracker for multiparameter singularly perturbed sampled-data systems: digital redesign approach ⋮ Further discrepancy bounds and an Erdös-Turán-Koksma inequality for hybrid sequences ⋮ Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions ⋮ Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces ⋮ A genetic algorithm approach to estimate lower bounds of the star discrepancy ⋮ Diaphony of Uniform Samples over Hemisphere and Sphere ⋮ Quasi-Monte Carlo-based conditional pathwise method for option Greeks ⋮ Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains ⋮ Real-Time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach ⋮ DISTRIBUTION PROPERTIES OF GENERALIZED VAN DER CORPUT–HALTON SEQUENCES AND THEIR SUBSEQUENCES ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ Iterative Solution of Saddle-Point Systems from Radial Basis Function (RBF) Interpolation ⋮ Space-time meshfree collocation method: Methodology and application to initial-boundary value problems ⋮ Scrambled Soboĺ sequences via permutation ⋮ Numerical Solution of Stochastic Differential Equations in Finance ⋮ Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark ⋮ From Fault-Diagnosis and Performance Recovery of a Controlled System to Chaotic Secure Communication ⋮ A Simple Geometric Method for Navigating the Energy Landscape of Centroidal Voronoi Tessellations ⋮ Discrete dividends and the FTSE-100 index options valuation ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences ⋮ Low Discrepancy Constructions in the Triangle ⋮ Efficient Large-Scale Multi-Drone Delivery using Transit Networks ⋮ Discrepancy with respect to kaplan-meier estimator ⋮ Ergodic properties of -adic Halton sequences ⋮ Upper Bounds in Classical Discrepancy Theory ⋮ Calculation of Discrepancy Measures and Applications ⋮ The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension ⋮ Digital redesign of uncertain systems with state and input delays using evolutionary programming ⋮ Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization ⋮ A constructive approach to strong tractability using quasi-Monte Carlo algorithms ⋮ Simulation methods in ruin models with nonlinear dividend barriers. ⋮ Biases in maximum simulated likelihood estimation of bivariate models ⋮ Quasi-random numbers for copula models ⋮ Fast, portable, and reliable algorithm for the calculation of Halton numbers ⋮ Finite-order weights imply tractability of multivariate integration ⋮ Stable high-order cubature formulas for experimental data ⋮ QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ A stochastic analysis of greedy routing in a spatially dependent sensor network ⋮ Quasi-random points keep their distance
Cites Work
This page was built for publication: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals