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

DOI10.1016/J.MATCOM.2020.10.026OpenAlexW3035458389MaRDI QIDQ1998371FDOQ1998371

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

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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)

Cites Work

• Symbolic summation assists combinatorics
• NIST digital library of mathematical functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A holonomic systems approach to special functions identities
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• Low-discrepancy point sets obtained by digital constructions over finite fields
• Advanced applications of the holonomic systems approach. (Abstract of thesis)
• The method of creative telescoping
• Scrambled net variance for integrals of smooth functions
• Variance with alternative scramblings of digital nets
• Negative dependence, scrambled nets, and variance bounds

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

Uses Software

• Digital Library of Mathematical Functions
• HolonomicFunctions
• SIGMA

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