Implementation of a component-by-component algorithm to generate small low-discrepancy samples

DOI10.1007/978-3-642-04107-5_20MaRDI QIDQ3405445zbMATH OpenOpenAlexFDO

Authors Benjamin Doerr, Michael Gnewuch, Magnus Wahlström

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

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05)

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Cited in

(6)

• Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples
• Tractability results for the weighted star-discrepancy
• A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy
• Calculation of discrepancy measures and applications
• Entropy, Randomization, Derandomization, and Discrepancy
• Algorithmic construction of low-discrepancy point sets via dependent randomized rounding

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