High-Discrepancy Sequences for High-Dimensional Numerical Integration
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Publication:5326140
DOI10.1007/978-3-642-27440-4_40zbMath1271.65010MaRDI QIDQ5326140
Publication date: 31 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_40
65C05: Monte Carlo methods
41A63: Multidimensional problems
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
11K38: Irregularities of distribution, discrepancy
Cites Work
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- On a constructive proof of Kolmogorov's superposition theorem
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Sufficient conditions for fast quasi-Monte Carlo convergence
- Monte Carlo and quasi-Monte Carlo sampling
- Scrambling non-uniform nets
- Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
- HIGH-DISCREPANCY SEQUENCES