A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1

DOI10.1007/s11222-016-9661-2zbMath1384.62023arXiv1510.05351OpenAlexW2210946094MaRDI QIDQ1703804

Josef Dick, Houying Zhu

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05351

zbMATH Keywords

discrepancyintegration erroracceptance-rejection samplerFibonacci lattice points

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38) General considerations in statistical decision theory (62C05)

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