Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
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Publication:4442135
DOI10.1137/S1064827501393782zbMath1071.11049MaRDI QIDQ4442135
Christiane Lemieux, Pierre L'Ecuyer
Publication date: 20 January 2004
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Related Items (19)
Spline methods using integration lattices and digital nets ⋮ Randomly shifted lattice rules for unbounded integrands ⋮ Construction algorithms for polynomial lattice rules for multivariate integration ⋮ Construction of interlaced scrambled polynomial lattice rules of arbitrary high order ⋮ Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights ⋮ Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ A Universal Median Quasi-Monte Carlo Integration ⋮ A lower bound on a quantity related to the quality of polynomial lattices ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo ⋮ On the existence of higher order polynomial lattices based on a generalized figure of merit ⋮ Constructions of general polynomial lattice rules based on the weighted star discrepancy ⋮ Exact sampling with highly uniform point sets ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ Constructions of general polynomial lattices for multivariate integration ⋮ Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation ⋮ The b-adic Diaphony as a Tool to Study Pseudo-randomness of Nets ⋮ Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
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