Discrepancy estimates for acceptance-rejection samplers using stratified inputs

DOI10.1007/978-3-319-33507-0_33MaRDI QIDQ2957061zbMATH OpenOpenAlexFDO

Authors Houying Zhu, Josef Dick

Publication date 20 January 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-33507-0_33

zbMATH Keywords

numerical examplesalgorithmMonte Carlo methoddiscrepancy theoryacceptance-rejection sampler

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)

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• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
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• Variance bounding Markov chains

Cited in

(4)

• Expected integration approximation under general equal measure partition
• Discrepancy bounds for deterministic acceptance-rejection samplers
• A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1
• A comparative study of some discrete descent approaches in stratified sampling

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