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

DOI10.1090/MCOM/3791OpenAlexW4226148949MaRDI QIDQ5058657FDOQ5058657

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

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zbMATH Keywords

Monte Carlo samplingmedian estimate

Mathematics Subject Classification ID

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

Cites Work

• Analytic combinatorics
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• Robust machine learning by median-of-means: theory and practice
• Quasi-Monte Carlo image synthesis in a nutshell
• Construction of interlaced polynomial lattice rules for infinitely differentiable functions
• Solvable integration problems and optimal sample size selection
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets
• Partition of an integer into distinct bounded parts, identities and bounds
• Consistency of randomized integration methods
• Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

Cited In (3)

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

Uses Software

• Virtual library

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