Discrepancy Theory and Quasi-Monte Carlo Integration
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Publication:5264199
DOI10.1007/978-3-319-04696-9_9zbMath1358.11086OpenAlexW78572047MaRDI QIDQ5264199
Josef Dick, Friedrich Pillichshammer
Publication date: 24 July 2015
Published in: A Panorama of Discrepancy Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-04696-9_9
Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)
Related Items (19)
Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions ⋮ Deterministic constructions of high-dimensional sets with small dispersion ⋮ Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces ⋮ Change of variable in spaces of mixed smoothness and numerical integration of multivariate functions on the unit cube ⋮ The power of online thinning in reducing discrepancy ⋮ A Monte Carlo Method for Integration of Multivariate Smooth Functions ⋮ Some Results on the Complexity of Numerical Integration ⋮ The nonzero gain coefficients of Sobol's sequences are always powers of two ⋮ Expected integration approximation under general equal measure partition ⋮ An upper bound on the minimal dispersion ⋮ On weak tractability of the Clenshaw-Curtis Smolyak algorithm ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ A lower bound for the dispersion on the torus ⋮ Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness ⋮ A nonlocal functional promoting low-discrepancy point sets ⋮ The Role of Frolov's Cubature Formula for Functions with Bounded Mixed Derivative ⋮ Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces ⋮ Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach ⋮ Rank-based testing for semiparametric VAR models: a measure transportation approach
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