The mean square discrepancy of randomized nets
From MaRDI portal
Publication:4369957
DOI10.1145/240896.240909zbMath0887.65030OpenAlexW2083847167MaRDI QIDQ4369957
Publication date: 25 May 1998
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/
computational complexityquadraturequasi-Monte Carlo methodsmultidimensional integrationnumber-theoretic nets and sequenceslow discrepancy setsquasi-random sets
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)
Related Items (29)
\(I\)-binomial scrambling of digital nets and sequences ⋮ On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets ⋮ Variations on \((0,s)\)-sequences ⋮ Integration and approximation based on scramble sampling in arbitrary dimensions ⋮ Strong tractability of integration using scrambled Niederreiter points ⋮ Scrambled net variance for integrals of smooth functions ⋮ Construction of interlaced scrambled polynomial lattice rules of arbitrary high order ⋮ Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy ⋮ Computational investigations of scrambled Faure sequences ⋮ My dream quadrature rule ⋮ Links between discrepancy and nonparametric estimation, methodology for selecting points based on available data ⋮ On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling ⋮ Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands ⋮ Randomized quasi-Monte Carlo methods in pricing securities ⋮ A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations ⋮ Unnamed Item ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ Parameterization based on randomized quasi-Monte Carlo methods ⋮ On the dependence structure and quality of scrambled \((t,m,s)\)-nets ⋮ Optimal quadrature for Haar wavelet spaces ⋮ On efficient design of pilot experiment for generalized linear models ⋮ The exponent of discrepancy is at least 1. 0669 ⋮ Scrambling Sobol' and Niederreiter-Xing points ⋮ On the \(L_2\)-discrepancy for anchored boxes ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences ⋮ Applications of randomized low discrepancy sequences to the valuation of complex securities ⋮ Randomized Halton sequences ⋮ Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling ⋮ The asymptotic efficiency of randomized nets for quadrature
This page was built for publication: The mean square discrepancy of randomized nets