The nonzero gain coefficients of Sobol's sequences are always powers of two

DOI10.1016/J.JCO.2022.101700MaRDI QIDQ2685064zbMATH OpenOpenAlexFDO

Authors Zexin Pan, Art B. Owen

Publication date 17 February 2023

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.10534

zbMATH Keywords

quasi-Monte Carlodigital nets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

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• Geometric discrepancy. An illustrated guide
• High-dimensional integration: The quasi-Monte Carlo way
• Low-discrepancy sequences and global function fields with many rational places
• MinT -- new features and new results
• Monte Carlo Variance of Scrambled Net Quadrature
• Multidimensional variation for quasi-Monte Carlo
• On the asymptotic distribution of scrambled net quadrature.
• On the variance of quadrature over scrambled nets and sequences
• Point sets and sequences with small discrepancy
• Projections of digital nets and sequences
• Quasi-Monte Carlo methods and pseudo-random numbers
• Scrambling Sobol' and Niederreiter-Xing points
• The microstructure of \((t,m,s)\)-nets

Cited in

(4)

• Gain coefficients for scrambled Halton points
• The nonzero gain coefficients of Sobol's sequences are always powers of two
• Improved bounds on the gain coefficients for digital nets in prime power base
• Super-polynomial accuracy of multidimensional randomized nets using the median-of-means

Describes a project that uses

Uses Software

• MinT

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