On figures of merit for randomly-shifted lattice rules
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Cites work
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- A generalized discrepancy and quadrature error bound
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- Constructing Robust Good Lattice Rules for Computational Finance
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- Good lattice rules in weighted Korobov spaces with general weights
- Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
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- Integrated Variance Reduction Strategies for Simulation
- Latin supercube sampling for very high-dimensional simulations
- Liberating the weights
- Monte Carlo and quasi-Monte Carlo sampling
- Monte Carlo estimators for small sensitivity indices
- On the distribution of integration error by randomly-shifted lattice rules
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Quasi-Monte Carlo methods with applications in finance
- Randomization of Number Theoretic Methods for Multiple Integration
- The jackknife estimate of variance
- Variance reduction via lattice rules
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
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- Variance bounds and existence results for randomly shifted lattice rules
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
- Density estimation by randomized quasi-Monte Carlo
- A Tool for Custom Construction of QMC and RQMC Point Sets
- Comparison of two search criteria for lattice-based kernel approximation
- Constructing embedded lattice-based algorithms for multivariate function approximation with a composite number of points
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