One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

DOI10.1016/S0378-4754(02)00228-8zbMath1018.65003OpenAlexW2010364416MaRDI QIDQ1873019

D. I. Asotsky, Ilya M. Sobol'

Publication date: 19 May 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(02)00228-8

zbMATH Keywords

numerical integrationnumerical examplesMonte Carlo methodquasi-Monte Carlo methodquasi-random sequence

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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• INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
• On quasirandom sequences for numerical computations
• On the distribution of points in a cube and the approximate evaluation of integrals
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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