Transforming low-discrepancy sequences from a cube to a simplex

DOI10.1016/j.cam.2004.03.019zbMath1062.65006OpenAlexW2073870969WikidataQ57778941 ScholiaQ57778941MaRDI QIDQ1765452

Tim Pillards, Ronald Cools

Publication date: 23 February 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.03.019

zbMATH Keywords

convergenceKoksma-Hlawka inequalityQuasi-Monte Carlo methodCubaturelow-discrepancy points sequencesMulti-dimensional integration

Mathematics Subject Classification ID

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

Related Items (7)

Quasi-Monte Carlo integration for twice differentiable functions over a triangle ⋮ Quasi-Monte Carlo tractability of high dimensional integration over products of simplices ⋮ Sampling and change of measure for Monte Carlo integration on simplices ⋮ Transformations and Hardy--Krause Variation ⋮ Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality ⋮ Low Discrepancy Constructions in the Triangle ⋮ EC-tractability of approximation problems in function spaces defined over products of simplices

Cites Work

• A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
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