Variance reduction order using good lattice points in Monte Carlo methods
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Publication:1282166
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Cites work
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- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- A quasirandom approach to integration in Bayesian statistics
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- Improved error bounds for lattice rules
- Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
- Randomization of Number Theoretic Methods for Multiple Integration
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- Sequences, discrepancies and applications
- Some applications of multidimensional integration by parts
- Variance reduction applied to product form multiclass queuing networks
Cited in
(5)- On selection criteria for lattice rules and other quasi-Monte Carlo point sets
- Variance reduction techniques and quasi-Monte Carlo methods
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
- On the distribution of integration error by randomly-shifted lattice rules
- Estimation of multidimensional integrals: is Monte Carlo the best method?
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