Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples
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Publication:3405445
DOI10.1007/978-3-642-04107-5_20zbMath1228.11121OpenAlexW26327093MaRDI QIDQ3405445
Magnus Wahlström, Benjamin Doerr, Michael Gnewuch
Publication date: 15 February 2010
Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-04107-5_20
Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
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Entropy, Randomization, Derandomization, and Discrepancy ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples ⋮ Tractability results for the weighted star-discrepancy ⋮ Algorithmic construction of low-discrepancy point sets via dependent randomized rounding ⋮ A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy ⋮ Calculation of Discrepancy Measures and Applications
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