A Strong Law of Large Numbers for Scrambled Net Integration
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- Point sets and sequences with small discrepancy
- Probability
- Pseudo-random numbers and optimal coefficients
- Quasi-Monte Carlo for an integrand with a singularity along a diagonal in the square
- Quasi-Monte Carlo for integrands with point singularities at unknown locations
- Randomization of Number Theoretic Methods for Multiple Integration
- Scrambled net variance for integrals of smooth functions
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Cited in
(13)- Scrambled net variance for integrals of smooth functions
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
- The nonzero gain coefficients of Sobol's sequences are always powers of two
- Improved bounds on the gain coefficients for digital nets in prime power base
- Consistency of randomized integration methods
- scientific article; zbMATH DE number 7626758 (Why is no real title available?)
- Unbiased MLMC-based variational Bayes for likelihood-free inference
- Preintegration via Active Subspace
- Estimation and inference in factor copula models with exogenous covariates
- Expected integration approximation under general equal measure partition
- A strong law of large numbers for scrambled net integration
- Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
- Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
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