Improving the rejection sampling method in quasi-Monte Carlo methods

DOI10.1016/S0377-0427(99)00194-6zbMath0959.65006MaRDI QIDQ1970398

Xiaoqun Wang

Publication date: 21 December 2000

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

zbMATH Keywords

numerical experiments; low discrepancy sequences; star-discrepancy; rejection sampling; rejection method; quasi Monte Carlo methods; F-discrepancy

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65D32: Numerical quadrature and cubature formulas

Related Items

Some current issues in quasi-Monte Carlo methods, A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
• Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
• Quasi-Monte Carlo integration
• Smoothness and dimension reduction in quasi-Monte Carlo methods
• Discrépance de suites associées à un système de numération (en dimension s)
• A generalized discrepancy and quadrature error bound
• Error bounds for quasi-Monte Carlo integration with nets
• On the distribution of points in a cube and the approximate evaluation of integrals
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