Some current issues in quasi-Monte Carlo methods

DOI10.1016/S0885-064X(03)00015-3zbMATH Open1024.65004MaRDI QIDQ1402004FDOQ1402004

Harald Niederreiter

Publication date: 19 August 2003

Published in: Journal of Complexity (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 1827977
• scientific article; zbMATH DE number 1790423
• Monte Carlo and quasi-Monte Carlo methods
• scientific article; zbMATH DE number 1215244
• scientific article; zbMATH DE number 1103074
• Theoretical properties of quasi-stationary Monte Carlo methods
• scientific article; zbMATH DE number 1790429
• Recent advances in higher order quasi-Monte Carlo methods
• Randomized quasi-Monte Carlo: an introduction for practitioners
• Publication:4934366

zbMATH Keywords

randomizationerror boundsnumerical integrationquasi-Monte Carlo methodsdigital netserror reductionrandomized quasi-Monte Carlo methods\((t,s)\)-sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rational points on curves over finite fields. Theory and Applications
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• A generalized discrepancy and quadrature error bound
• Error reduction techniques in quasi-Monte Carlo integration.
• Error bounds for quasi-Monte Carlo integration with uniform point sets
• Improving the rejection sampling method in quasi-Monte Carlo methods
• Quasi-Monte Carlo methods and pseudo-random numbers
• Modeling uncertainty. An examination of stochastic theory, methods, and applications
• On the \(L_2\)-discrepancy for anchored boxes
• Calculation of the quality parameter of digital nets and application to their construction
• Title not available (Why is that?)
• Uniform distribution, discrepancy, and reproducing kernel Hilbert spaces
• Title not available (Why is that?)
• Constructions of digital nets using global function fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Constructions of digital nets
• Bounds for digital nets and sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• Variance reduction applied to product form multiclass queuing networks
• Integration and approximation based on scramble sampling in arbitrary dimensions
• Discrepancy and the error in integration
• Title not available (Why is that?)
• Global Stochastic Optimization with Low-Dispersion Point Sets
• Title not available (Why is that?)

Cited In (4)

• Optimal Monte Carlo integration on closed manifolds
• Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
• Points on manifolds with asymptotically optimal covering radius

This page was built for publication: Some current issues in quasi-Monte Carlo methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1402004)