Super-polynomial accuracy of one dimensional randomized nets using the median of means

DOI10.1090/MCOM/3791MaRDI QIDQ5058657zbMATH OpenOpenAlexFDO

Authors Zexin Pan, Art B. Owen

Publication date 21 December 2022

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.12676

zbMATH Keywords

Monte Carlo samplingmedian estimate

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Combinatorial aspects of partitions of integers (05A17)

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• Geometric discrepancy. An illustrated guide
• Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets
• Partition of an integer into distinct bounded parts, identities and bounds
• Quasi-Monte Carlo image synthesis in a nutshell
• Random generation of combinatorial structures from a uniform distribution
• Robust machine learning by median-of-means: theory and practice
• Scrambled net variance for integrals of smooth functions
• Solvable integration problems and optimal sample size selection
• Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions
• Variance with alternative scramblings of digital nets

Cited in

(4)

• Super-polynomial accuracy of one dimensional randomized nets using the median-of-means
• Consistency of randomized integration methods
• Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
• A Universal Median Quasi-Monte Carlo Integration

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