Existence of higher order convergent quasi-Monte Carlo rules via Walsh figure of merit

DOI10.1007/978-3-642-41095-6_29MaRDI QIDQ2926239zbMATH OpenOpenAlexFDO

Authors Makoto Matsumoto, Takehito Yoshiki

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_29

zbMATH Keywords

digital net methodquasi-Monte Carlo integrationWalsh figure of merit

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• A computable figure of merit for quasi-Monte Carlo point sets
• An explicit construction of point sets with large minimum Dick weight
• Duality theory and propagation rules for generalized digital nets
• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• scientific article; zbMATH DE number 4068961 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• Low-discrepancy sequences and global function fields with many rational places
• On quasi-Monte Carlo rules achieving higher order convergence
• Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order

Cited in

(9)

• Quasi-Monte Carlo point sets with small t-values and WAFOM
• Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions
• A lower bound on WAFOM
• An explicit construction of point sets with large minimum Dick weight
• Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
• The mean square quasi-Monte Carlo error for digitally shifted digital nets
• A search for extensible low-WAFOM point sets
• Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions
• A computable figure of merit for quasi-Monte Carlo point sets

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