Empirically estimating error of integration by quasi-Monte Carlo method

DOI10.3103/S1063454114010038zbMATH Open1297.65002MaRDI QIDQ460746FDOQ460746

Authors: Anton A. Antonov, Sergeĭ Mikhaĭlovich Ermakov 

Publication date: 14 October 2014

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

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Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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 (8)

• An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Error trends in quasi-Monte Carlo integration
• Title not available (Why is that?)
• The optimal error of Monte Carlo integration
• Decrease of the mean of the quasi-random integration error

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