Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
From MaRDI portal
Publication:4509876
DOI10.1137/S1064827599356638zbMath0974.65004MaRDI QIDQ4509876
Pierre L'Ecuyer, Hee Sun Hong, Christiane Lemieux, Fred J. Hickernell
Publication date: 19 October 2000
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
numerical examples; Monte Carlo methods; error estimate; discrepancy; quadrature; spectral test; multidimensional; good lattice point sets
Related Items
Adaptive Quasi-Monte Carlo Methods for Cubature, Ian Sloan and Lattice Rules, A Strong Law of Large Numbers for Scrambled Net Integration, Quasi-Monte Carlo Progressive Photon Mapping, Accelerating the Convergence of Lattice Methods by Importance Sampling-Based Transformations, Extensible hyperplane nets, Weighted compound integration rules with higher order convergence for all \(N\), Construction algorithms for good extensible lattice rules, Quasi-Monte Carlo methods with applications in finance, The price of pessimism for multidimensional quadrature, The existence of good extensible rank-1 lattices, My dream quadrature rule, The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets, Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks, An algorithm to compute the \(t\)-value of a digital net and of its projections, Proof techniques in quasi-Monte Carlo theory, A comparison of variational approximations for fast inference in mixed logit models, Alternative sampling methods for estimating multivariate normal probabilities, Searching for extensible Korobov rules, Control variates for quasi-Monte Carlo (with comments and rejoinder), Quasi-Monte Carlo Image Synthesis in a Nutshell, Deterministic Consistent Density Estimation for Light Transport Simulation, The construction of good extensible rank-1 lattices, The construction of extensible polynomial lattice rules with small weighted star discrepancy
