On the dependence structure and quality of scrambled \((t,m,s)\)-nets
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Publication:2031301
DOI10.1515/mcma-2020-2079zbMath1469.11248arXiv1903.09877OpenAlexW3125876763MaRDI QIDQ2031301
Jaspar Wiart, Gracia Y. Dong, Christiane Lemieux
Publication date: 9 June 2021
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.09877
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
Related Items (6)
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ Super-polynomial accuracy of one dimensional randomized nets using the median of means ⋮ Dependence properties of scrambled Halton sequences ⋮ On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unanchored Boxes ⋮ Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples ⋮ Creative telescoping on multiple sums
Uses Software
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