On the variance of quadrature over scrambled nets and sequences
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Publication:1962204
DOI10.1016/S0167-7152(99)00018-8zbMath0970.65006WikidataQ127658625 ScholiaQ127658625MaRDI QIDQ1962204
Publication date: 12 June 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
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Cites Work
- The jackknife estimate of variance
- Scrambling Sobol' and Niederreiter-Xing points
- Scrambled net variance for integrals of smooth functions
- Monte Carlo Variance of Scrambled Net Quadrature
- Quadrature Error Bounds with Applications to Lattice Rules
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