scientific article; zbMATH DE number 1103074

MaRDI QIDQ4369786zbMATH OpenFDO

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

Publication date 20 April 1998

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

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)

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(23)

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• Error estimate of point selection in uncertainty quantification of nonlinear structures involving multiple nonuniformly distributed parameters
• The trio identity for quasi-Monte Carlo error
• Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
• 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
• Discrepancy-based error estimates for quasi-Monte Carlo. II: Results in one dimension
• Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
• Discrepancy-based error estimates for quasi-Monte Carlo. I: General formalism
• scientific article; zbMATH DE number 1103082 (Why is no real title available?)
• Some current issues in quasi-Monte Carlo methods
• Empirically estimating error of integration by quasi-Monte Carlo method
• Error trends in quasi-Monte Carlo integration
• QMC integration errors and quasi-asymptotics
• Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
• A random walk algorithm to estimate a lower bound of the star discrepancy
• Uniformly distributed points on the sphere
• Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
• Error bounds for quasi-Monte Carlo integration with uniform point sets
• scientific article; zbMATH DE number 1790454 (Why is no real title available?)

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Uses Software

• RANLUX

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