Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples

DOI10.1137/1036002zbMath0824.65009MaRDI QIDQ4292666

Jerome Spanier, Earl H. Maize

Publication date: 13 November 1995

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

Full work available at URL: https://semanticscholar.org/paper/e9f1755c1baa77e97960dcc05e954e36080cf5ba

zbMATH Keywords

rate of convergence; importance sampling; bibliography; variance reduction; quasi-Monte Carlo methods; comparisons; multiple integrals; asymptotic convergence; lattice methods; quasi-random methods

Mathematics Subject Classification ID

65C05: Monte Carlo methods

41A63: Multidimensional problems

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

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