scientific article; zbMATH DE number 524182

MaRDI QIDQ4284669zbMATH OpenFDO

Authors Harald Niederreiter, Ian H. Sloan

Publication date 18 April 1994

zbMATH Keywords

cubature formulamodified vertex weightsnumerical examplesquasi-Monte Carlo methods

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Recommendations

• Quasi–Monte Carlo integration over $\mathbb {R}^d$
• scientific article; zbMATH DE number 4082826
• Weighted compound integration rules with higher order convergence for all N
• Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
• Weighted integration over a hyperrectangle based on digital nets and sequences

Cited in

(5)

• Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
• A useful result in searches for good vertex-modified number-theoretic rules
• On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics
• Sharp results concerning the expression of functions as sums of finite differences
• The analysis of vertex modified lattice rules in a non-periodic Sobolev space

Describes a project that uses

Uses Software

• TESTPACK

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