Halton Sequences Avoid the Origin

DOI10.1137/S0036144504441573zbMath1114.65003MaRDI QIDQ3427453

Art B. Owen

Publication date: 20 March 2007

Published in: SIAM Review (Search for Journal in Brave)

zbMATH Keywords

discrepancyquasi-Monte Carlo methodrandomized quasi-Monte Carlo methodintegrable singularities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (12)

On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ On corner avoidance of \(\beta\)-adic Halton sequences ⋮ Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube ⋮ Decision analysis under ambiguity ⋮ On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion ⋮ Discrepancy-based inference for intractable generative models using quasi-Monte Carlo ⋮ Quasi-Monte Carlo for an Integrand with a Singularity Along a Diagonal in the Square ⋮ On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions ⋮ Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient ⋮ Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo

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