scientific article; zbMATH DE number 1103074

zbMATH Open0885.65022arXivphysics/9611010MaRDI QIDQ4369786FDOQ4369786

Authors: F. James, Ronald Kleiss, Jiri K. Hoogland 

Publication date: 20 April 1998

Full work available at URL: https://arxiv.org/abs/physics/9611010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

numerical resultsdiscrepancyerror estimatediaphonyquasi-random sequencesquasi-Monte Carlo integrationresearch surveyquasi-random point sets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical quadrature and cubature formulas (65D32) General theory of distribution modulo (1) (11K06)

Cited In (20)

• Error estimate of point selection in uncertainty quantification of nonlinear structures involving multiple nonuniformly distributed parameters
• A weighted discrepancy bound of quasi-Monte Carlo importance sampling
• Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
• The trio identity for quasi-Monte Carlo error
• Statistical properties of generalized discrepancies
• Discrepancy between QMC and RQMC
• Error in Monte Carlo, quasi-error in quasi-Monte Carlo
• Quantified uncertainty of flexible protein-protein docking algorithms
• Discrepancy-based error estimates for quasi-Monte Carlo. III: Error distributions and central limits
• Title not available (Why is that?)
• Some current issues in quasi-Monte Carlo methods
• Empirically estimating error of integration by quasi-Monte Carlo method
• Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
• QMC integration errors and quasi-asymptotics
• Error trends in quasi-Monte Carlo integration
• A random walk algorithm to estimate a lower bound of the star discrepancy
• Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
• Uniformly distributed points on the sphere
• Error bounds for quasi-Monte Carlo integration with uniform point sets
• Title not available (Why is that?)

Uses Software

• RANLUX

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