Tractability using periodized generalized Faure sequences

DOI10.1016/J.JCO.2014.08.001zbMATH Open1303.11088OpenAlexW2033053263MaRDI QIDQ478997FDOQ478997

Authors: Christiane Lemieux 

Publication date: 5 December 2014

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2014.08.001

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zbMATH Keywords

effective dimensiontractabilityfinite-order weightsgeneralized Faure sequence

Mathematics Subject Classification ID

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

Cites Work

• A Class of Statistics with Asymptotically Normal Distribution
• Low-discrepancy sequences and global function fields with many rational places
• Title not available (Why is that?)
• On the distribution of points in a cube and the approximate evaluation of integrals
• Monte Carlo and quasi-Monte Carlo sampling
• Title not available (Why is that?)
• Title not available (Why is that?)
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Discrépance de suites associées à un système de numération (en dimension s)
• Point sets and sequences with small discrepancy
• The effective dimension and quasi-Monte Carlo integration
• Title not available (Why is that?)
• Liberating the weights
• Polynomial arithmetic analogue of Halton sequences
• Title not available (Why is that?)
• Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
• Constructing Embedded Lattice Rules for Multivariate Integration
• Searching for extensible Korobov rules
• My dream quadrature rule
• One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
• Finite-order weights imply tractability of multivariate integration
• New perspectives on \((0,s)\)-sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• On selection criteria for lattice rules and other quasi-Monte Carlo point sets

Uses Software

• RandQMC

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