Walsh functions, scrambled ( 0 , m , s )-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration

DOI10.1016/J.MATCOM.2020.10.026MaRDI QIDQ1998371zbMATH OpenOpenAlexFDO

Authors Jaspar Wiart, Elaine Wong

Publication date 6 March 2021

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

Full work available at URL https://arxiv.org/abs/2006.06225

zbMATH Keywords

symbolic computationWalsh functionscreative telescopingsymbolic summationquasi-Monte Carlo integrationscrambled digital nets

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11Kxx)

Recommendations

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Cites work

• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 822320 (Why is no real title available?)
• A holonomic systems approach to special functions identities
• Advanced applications of the holonomic systems approach. (Abstract of thesis)
• Low-discrepancy point sets obtained by digital constructions over finite fields
• NIST digital library of mathematical functions
• Negative dependence, scrambled nets, and variance bounds
• Scrambled net variance for integrals of smooth functions
• Symbolic summation assists combinatorics
• The method of creative telescoping
• Variance with alternative scramblings of digital nets

Cited in

(2)

• Walsh functions, scrambled $(0,m,s)$-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
• Creative telescoping on multiple sums

Describes a project that uses

Uses Software

• DLMF
• HolonomicFunctions
• SIGMA

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