Empirically estimating error of integration by quasi-Monte Carlo method

DOI10.3103/S1063454114010038MaRDI QIDQ460746zbMATH OpenFDO

Authors Anton A. Antonov, Sergeĭ Mikhaĭlovich Ermakov

Publication date 14 October 2014

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S1063454114010038

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• On the distribution of integration error by randomly-shifted lattice rules
• Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically

Cited in

(10)

• An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
• scientific article; zbMATH DE number 4011769 (Why is no real title available?)
• scientific article; zbMATH DE number 1103082 (Why is no real title available?)
• scientific article; zbMATH DE number 1390120 (Why is no real title available?)
• Error trends in quasi-Monte Carlo integration
• QMC integration errors and quasi-asymptotics
• scientific article; zbMATH DE number 3852302 (Why is no real title available?)
• The optimal error of Monte Carlo integration
• Decrease of the mean of the quasi-random integration error
• Quasi-random sampling for estimation of integrals of random fields

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