Efficient algorithms for computing the $L_2$-discrepancy

DOI10.1090/S0025-5718-96-00756-9zbMath0853.65004OpenAlexW97112242MaRDI QIDQ4718412

Stefan Heinrich

Publication date: 3 December 1996

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-96-00756-9

zbMATH Keywords

efficient algorithms\(L_ 2\)-discrepancymultivariate quadrature rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

Related Items (18)

Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy ⋮ An explicit formula for the \(L_2\)-discrepancy of \((n\alpha)\)-sequences ⋮ Optimal \(L_2\)-norm empirical importance weights for the change of probability measure ⋮ Entropy, Randomization, Derandomization, and Discrepancy ⋮ Multivalued groups, their representations and Hopf algebras ⋮ On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling ⋮ Fibonacci sets and symmetrization in discrepancy theory ⋮ A generalized discrepancy and quadrature error bound ⋮ Low discrepancy sequences in high dimensions: how well are their projections distributed? ⋮ Asymptotic properties of the spectral test, diaphony, and related quantities ⋮ Discrepancy of stratified samples from partitions of the unit cube ⋮ Measures of uniformity in experimental designs: A selective overview ⋮ Monte Carlo complexity of global solution of integral equations ⋮ Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems ⋮ The exponent of discrepancy is at least 1. 0669 ⋮ On the \(L_2\)-discrepancy for anchored boxes ⋮ A computational investigation of the optimal Halton sequence in QMC applications ⋮ Calculation of Discrepancy Measures and Applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Average case complexity of multivariate integration for smooth functions
• Average case complexity of multivariate integration
• On irregularities of distribution, IV
• Quasi-Monte Carlo methods and pseudo-random numbers
• On irregularities of distribution
• Note on irregularities of distribution

This page was built for publication: Efficient algorithms for computing the $L_2$-discrepancy