On Dropping the First Sobol’ Point
From MaRDI portal
Publication:6154306
DOI10.1007/978-3-030-98319-2_4arXiv2008.08051OpenAlexW3058599000MaRDI QIDQ6154306
Publication date: 14 February 2024
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.08051
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Point sets and sequences with small discrepancy
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Local antithetic sampling with scrambled nets
- Quasi-Monte Carlo methods with applications in finance
- Asymmetric convergence of approximations of the Monte Carlo method
- Scrambling Sobol' and Niederreiter-Xing points
- On the \(L_2\)-discrepancy for anchored boxes
- Scrambled net variance for integrals of smooth functions
- On the asymptotic distribution of scrambled net quadrature.
- On the variance of quadrature over scrambled nets and sequences
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Variance Reduction via Lattice Rules
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- Algorithm 659
- Discrépance de suites associées à un système de numération (en dimension s)
- Computational investigations of low-discrepancy sequences
- Monte Carlo Variance of Scrambled Net Quadrature
- Parallel Quasi-Monte Carlo Integration by Partitioning Low Discrepancy Sequences
- On the distribution of points in a cube and the approximate evaluation of integrals
- A Class of Statistics with Asymptotically Normal Distribution
