Quasi-Monte Carlo for integrands with point singularities at unknown locations

zbMATH Open1097.65006MaRDI QIDQ5482379FDOQ5482379

Authors: Art B. Owen 

Publication date: 28 August 2006

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zbMATH Keywords

importance samplingisolated point singularitiesquasi-Monte Carlo sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (13)

• On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo
• On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
• On the degree of ill-posedness of multi-dimensional magnetic particle imaging
• Quasi-Monte Carlo for an integrand with a singularity along a diagonal in the square
• Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
• A Strong Law of Large Numbers for Scrambled Net Integration
• Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube
• Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
• Scrambled geometric net integration over general product spaces
• Quasi-Monte Carlo methods with applications in finance
• The sample size required in importance sampling
• Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
• Title not available (Why is that?)

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