On selection criteria for lattice rules and other quasi-Monte Carlo point sets

DOI10.1016/S0378-4754(00)00254-8zbMath0981.65007MaRDI QIDQ5938372

Pierre L'Ecuyer, Christiane Lemieux

Publication date: 21 March 2002

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

numerical examples; quasi-Monte Carlo integration; lattice rules; pseudo random number generators

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C10: Random number generation in numerical analysis

11K45: Pseudo-random numbers; Monte Carlo methods

Related Items

A parallel search for good lattice points using LLL-spectral tests, Distribution of lattice points, Randomly shifted lattice rules for unbounded integrands, On initial populations of a genetic algorithm for continuous optimization problems, Bad lattice points

Uses Software

• MRG32k3a

Cites Work

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