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

DOI10.1016/J.JCO.2022.101700OpenAlexW4292830508MaRDI QIDQ2685064FDOQ2685064

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

Recommendations

• Improved bounds on the gain coefficients for digital nets in prime power base
• The discrepancy and gain coefficients of scrambled digital nets.
• Scrambling Sobol' and Niederreiter-Xing points
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• On the variance of quadrature over scrambled nets and sequences

zbMATH Keywords

quasi-Monte Carlodigital nets

Mathematics Subject Classification ID

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

Cites Work

• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Title not available (Why is that?)
• Title not available (Why is that?)
• Low-discrepancy sequences and global function fields with many rational places
• Monte Carlo Variance of Scrambled Net Quadrature
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• Geometric discrepancy. An illustrated guide
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• Discrépance de suites associées à un système de numération (en dimension s)
• High-dimensional integration: The quasi-Monte Carlo way
• MinT -- new features and new results
• Multidimensional variation for quasi-Monte Carlo
• Point sets and sequences with small discrepancy
• Discrepancy theory and quasi-Monte Carlo integration
• Quasi-Monte Carlo methods and pseudo-random numbers
• Scrambling Sobol' and Niederreiter-Xing points
• Title not available (Why is that?)
• On the asymptotic distribution of scrambled net quadrature.
• On the variance of quadrature over scrambled nets and sequences
• The microstructure of \((t,m,s)\)-nets
• Title not available (Why is that?)
• Title not available (Why is that?)
• Projections of digital nets and sequences
• A Strong Law of Large Numbers for Scrambled Net Integration
• An algorithm to compute the \(t\)-value of a digital net and of its projections

Cited In (3)

• Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
• 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

Uses Software

• MinT

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