The nonzero gain coefficients of Sobol's sequences are always powers of two

DOI10.1016/J.JCO.2022.101700OpenAlexW4292830508MaRDI QIDQ2685064

Zexin Pan, Art B. Owen

Publication date: 17 February 2023

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.10534

zbMATH Keywords

digital netsquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Related Items (2)

Improved bounds on the gain coefficients for digital nets in prime power base ⋮ Super-polynomial accuracy of multidimensional randomized nets using the median-of-means

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Cites Work

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