Sorting methods and convergence rates for Array-RQMC: some empirical comparisons

DOI10.1016/J.MATCOM.2016.07.010MaRDI QIDQ1996950zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Pierre L'Ecuyer, David Munger, Bruno Tuffin, Christian Lécot

Publication date 1 March 2021

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

Full work available at URL https://doi.org/10.1016/j.matcom.2016.07.010

zbMATH Keywords

Markov chainvariance reductionquasi-Monte Carlolow discrepancyArray-RQMC

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

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Cites work

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• Geometric discrepancy. An illustrated guide
• Heuristics Based on Spacefilling Curves for Combinatorial Problems in Euclidean Space
• On array-RQMC for Markov chains: Mapping alternatives and convergence rates
• On the \(L_p\) discrepancy of two-dimensional folded Hammersley point sets
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• Spacefilling curves and the planar travelling salesman problem

Cited in

(6)

• On array-RQMC for Markov chains: Mapping alternatives and convergence rates
• Quasi-Monte Carlo simulation of coagulation-fragmentation
• Sudoku Latin Square Sampling for Markov Chain Simulation
• Replicated Computations Results (RCR) Report for “MNO--PQRS: Max Nonnegativity Ordering—Piecewise-Quadratic Rate Smoothing”
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• scientific article; zbMATH DE number 3874633 (Why is no real title available?)

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Uses Software

• Lattice Builder

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