Variance reduction order using good lattice points in Monte Carlo methods

DOI10.1007/BF02684386zbMath0919.65013MaRDI QIDQ1282166

Bruno Tuffin

Publication date: 23 August 1999

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

numerical integrationnumerical examplescomputational efficiencyvariance reductionquasi-Monte Carlo methodsgood lattice points

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20) Well-distributed sequences and other variations (11K36)

Related Items

On the distribution of integration error by randomly-shifted lattice rules ⋮ On selection criteria for lattice rules and other quasi-Monte Carlo point sets

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