Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
DOI10.1016/S0010-4655(96)00131-2zbMATH Open0927.65040OpenAlexW1972029686MaRDI QIDQ1295818FDOQ1295818
Authors: V. Pereyra 
Publication date: 5 October 1999
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0010-4655(96)00131-2
Recommendations
numerical examplesMonte Carlo integrationquasi-random numbersquasi-Monte Carlo integrationpseudo-random numberspseudo-random samplingquasi-random sampling
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Cited In (18)
- Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
- A quasirandom approach to integration in Bayesian statistics
- Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing
- Atomic and molecular calculations using quasirandom numbers
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- Watermarking-based remote secure sequential fusion estimation under the event-triggered mechanism
- Quasi-Monte Carlo for integrands with point singularities at unknown locations
- Discrepancy behaviour in the non-asymptotic regime
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- Error trends in quasi-Monte Carlo integration
- Quasi-random integration in high dimensions
- Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- Improving the rejection sampling method in quasi-Monte Carlo methods
- Golden ratio versus pi as random sequence sources for Monte Carlo integration
- Title not available (Why is that?)
- Gaussian limits for discrepancies. I: Asymptotic results
- Estimation of multidimensional integrals: is Monte Carlo the best method?
- Title not available (Why is that?)
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