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 QIDQ1998371

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 functionsquasi-Monte Carlo integrationcreative telescopingsymbolic summationscrambled 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)

Related Items (max. 100)

Creative telescoping on multiple sums

Uses Software

• DLMF
• HolonomicFunctions
• SIGMA

Cites Work

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• A holonomic systems approach to special functions identities
• The method of creative telescoping
• Scrambled net variance for integrals of smooth functions
• NIST digital library of mathematical functions
• Symbolic summation assists combinatorics
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Variance with alternative scramblings of digital nets
• Advanced applications of the holonomic systems approach
• Negative Dependence, Scrambled Nets, and Variance Bounds

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