Non-uniform low-discrepancy sequence generation and integration of singular integrands

zbMATH Open1099.65004MaRDI QIDQ5482365FDOQ5482365

Authors: Jürgen Hartinger, Reinhold Kainhofer 

Publication date: 28 August 2006

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zbMATH Keywords

convergencequasi-Monte Carlo methodslow-discrepancy sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (10)

• Error bounds for the integration of singular functions using equidistributed sequences
• To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications
• Quantifying Robotic Swarm Coverage
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
• Generation of non-uniform low-discrepancy sequences in the multidimensional case
• Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
• A quasi-Monte Carlo implementation of the ziggurat method
• A Strong Law of Large Numbers for Scrambled Net Integration
• A direct inversion method for non-uniform quasi-random point sequences
• Generation of non-uniform low-discrepancy sequences in quasi-Monte Carlo integration

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