scientific article; zbMATH DE number 2051222

MaRDI QIDQ4453514zbMATH OpenFDO

Authors Stephen Joe

Publication date 7 March 2004

zbMATH Keywords

quasi-Monte Carlo methodstar discrepancyquadrature pointsKoksma-Hlawka inequalityprime such rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cited in

(13)

• Construction of good rank-1 lattice rules based on the weighted star discrepancy
• On an example of finite hybrid quasi-Monte Carlo point sets
• scientific article; zbMATH DE number 5532056 (Why is no real title available?)
• Worst-Case Error for Unshifted Lattice Rules Without Randomisation
• Good lattice rules with a composite number of points based on the product weighted star discrepancy
• An intermediate bound on the star discrepancy
• Good lattice rules with a composite number of points based on the product weighted star discrepancy
• Discrepancy theory and quasi-Monte Carlo integration
• Infinite-dimensional integration on weighted Hilbert spaces
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• Good lattice rules based on the general weighted star discrepancy
• scientific article; zbMATH DE number 1390114 (Why is no real title available?)
• Successive coordinate search and component-by-component construction of rank-1 lattice rules

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