On the asymptotic distribution of scrambled net quadrature.

DOI10.1214/AOS/1059655914zbMath1105.62304OpenAlexW2007240407MaRDI QIDQ1434015

Wei-Liem Loh

Publication date: 1 July 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1059655914

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (20)

The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets ⋮ Scrambled geometric net integration over general product spaces ⋮ Computational investigations of scrambled Faure sequences ⋮ Central limit theorem for \((t,s)\)-sequences in base 2 ⋮ The nonzero gain coefficients of Sobol's sequences are always powers of two ⋮ On Dropping the First Sobol’ Point ⋮ Recycling physical random numbers ⋮ On the distribution of integration error by randomly-shifted lattice rules ⋮ Accurate emulators for large-scale computer experiments ⋮ Super-polynomial accuracy of multidimensional randomized nets using the median-of-means ⋮ Unnamed Item ⋮ Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Parallel quasirandom number generations for heterogeneous computing environments ⋮ Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods ⋮ Extensible grid sampling for quantile estimation ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences ⋮ Asymptotic normality of extensible grid sampling ⋮ Discrepancy Theory and Quasi-Monte Carlo Integration

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