The Mean Square Discrepancy of Scrambled (t,s)-Sequences

DOI10.1137/S0036142999358019MaRDI QIDQ4509722zbMATH OpenFDO

Authors Fred J. Hickernell, Rong-Xian Yue

Publication date 19 October 2000

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0036142999358019

zbMATH Keywords

\((tmmultidimensional integrationquadraturereproducing kernel Hilbert spacess)\)-nets

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Monte Carlo methods (65C05) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

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Cited in

(31)

• The price of pessimism for multidimensional quadrature
• Integration and approximation based on scramble sampling in arbitrary dimensions
• My dream quadrature rule
• On the asymptotic distribution of scrambled net quadrature.
• The discrepancy and gain coefficients of scrambled digital nets.
• Optimal \(L_{p}\)-discrepancy bounds for second order digital sequences
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• The distribution of the discrepancy of scrambled digital (t,m,s)-nets
• \(I\)-binomial scrambling of digital nets and sequences
• On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets
• On the variance of quadrature over scrambled nets and sequences
• Exact order of extreme \(L_p\) discrepancy of infinite sequences in arbitrary dimension
• Lower bounds of various criteria in experimental designs
• The relationship between discrepancies defined on a domain and on its subset
• Control variates for quasi-Monte Carlo (with comments and rejoinder)
• Constructions of (t,m,s)-nets and (t,s)-sequences
• Discrepancy bounds for infinite-dimensional order two digital sequences over \(\mathbb F_2\)
• On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
• The asymptotic efficiency of randomized nets for quadrature
• Optimal quadrature for Haar wavelet spaces
• scientific article; zbMATH DE number 1790437 (Why is no real title available?)
• A Strong Law of Large Numbers for Scrambled Net Integration
• Randomized quasi-random sampling/importance resampling
• Discrepancy of Digital Sequences: New Results on a Classical QMC Topic
• Strong tractability of integration using scrambled Niederreiter points
• A comparison of random and quasirandom points for nonparametric response surface design
• A Tool for Custom Construction of QMC and RQMC Point Sets
• A construction of polynomial lattice rules with small gain coefficients
• Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
• Good permutations for deterministic scrambled Halton sequences in terms of L₂-discrepancy
• On integration methods based on scrambled nets of arbitrary size

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