Sorting methods and convergence rates for Array-RQMC: some empirical comparisons (Q1996950)
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scientific article; zbMATH DE number 7316138
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| English | Sorting methods and convergence rates for Array-RQMC: some empirical comparisons |
scientific article; zbMATH DE number 7316138 |
Statements
Sorting methods and convergence rates for Array-RQMC: some empirical comparisons (English)
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1 March 2021
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low discrepancy
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quasi-Monte Carlo
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Markov chain
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variance reduction
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Array-RQMC
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0.8575417995452881
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0.7481623291969299
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0.7284581065177917
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0.7180043458938599
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0.7118902206420898
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