Quasi-Monte-Carlo methods and the dispersion of point sequences

DOI10.1016/0895-7177(96)00036-2zbMATH Open0855.11041OpenAlexW2035853071MaRDI QIDQ1921094FDOQ1921094

Authors: Günter Rote, Robert F. Tichy 

Publication date: 16 February 1997

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00036-2

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zbMATH Keywords

uniform distributionquasi-Monte Carlo methodsrange spacesdispersion of point sequencespolygonal approximation of curves

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• Algorithm 659
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• Title not available (Why is that?)
• On the distribution of points in a cube and the approximate evaluation of integrals
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• \(\epsilon\)-nets and simplex range queries
• Almost tight bounds for \(\epsilon\)-nets
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Low-discrepancy and low-dispersion sequences
• Title not available (Why is that?)
• Discrépance de suites associées à un système de numération (en dimension s)
• Uniformly distributed sequences with an additional uniform property
• Empty Simplices in Euclidean Space
• Title not available (Why is that?)
• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• Multidimensional binary search trees used for associative searching
• Point sets and sequences with small discrepancy
• Title not available (Why is that?)
• Zur angenäherten Berechnung mehrfacher Integrale
• Title not available (Why is that?)
• Implementation and tests of low-discrepancy sequences
• Discrepancy and approximations for bounded VC-dimension
• Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
• An optimal visibility graph algorithm for triangulated simple polygons
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The dispersion of a special sequence
• Title not available (Why is that?)
• Über die isotrope Diskrepanz von Folgen. (On the isotropic discrepancy of sequences)
• C-uniform distribution on compact metric spaces
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (40)

• A tight lower bound on the minimal dispersion
• Volume dispersion of point sets and quasi-Monte Carlo methods
• The minimal \(k\)-dispersion of point sets in high dimensions
• Expected dispersion of uniformly distributed points
• Improved dispersion bounds for modified Fibonacci lattices
• On the fixed volume discrepancy of the Fibonacci sets in the integral norms
• A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
• On Wegner's inequality for axis-parallel rectangles
• Connections between numerical integration, discrepancy, dispersion, and universal discretization
• Minimal dispersion of large volume boxes in the cube
• On the number of maximum empty boxes amidst \(n\) points
• Universal discretization
• A note on minimal dispersion of point sets in the unit cube
• An upper bound on the minimal dispersion
• An upper bound of the minimal dispersion via delta covers
• Deviation from equidistance for one-dimensional sequences
• A lower bound for the dispersion on the torus
• Deterministic constructions of high-dimensional sets with small dispersion
• New bounds on the minimal dispersion
• Uniform distribution and quasi-Monte Carlo methods. Discrepancy, integration and applications. Based on invited talks of the workspop, Linz, Austria, October 14--18, 2013
• Minimal dispersion on the cube and the torus
• Around the Danzer problem and the construction of dense forests
• On the largest empty axis-parallel box amidst \(n\) points
• Title not available (Why is that?)
• On the size of the largest empty box amidst a point set
• Measures minimizing regularized dispersion
• Dispersion of digital \((0,m,2)\)-nets
• Uniformly distributed points on the sphere
• On the fixed volume discrepancy of the Korobov point sets
• Integral norm discretization and related problems
• A remark on the minimal dispersion
• Rate-optimal refinement strategies for local approximation MCMC
• Approximation of high-dimensional rank one tensors
• Smooth fixed volume discrepancy, dispersion, and related problems
• A Sequence Well Dispersed in the Unit Square
• Tractability of the approximation of high-dimensional rank one tensors
• On the dispersion of sparse grids
• WAFOM over abelian groups for quasi-Monte Carlo point sets
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

• TOMS659
• Algorithm 647
• rhalton
• Algorithm 247

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