A Universal Median Quasi-Monte Carlo Integration
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Publication:6190296
DOI10.1137/22m1525077arXiv2209.13186MaRDI QIDQ6190296
Kosuke Suzuki, Takashi Goda, Makoto Matsumoto
Publication date: 5 March 2024
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.13186
numerical integrationmedianuniversalityquasi-Monte Carloweighted function spacepolynomial lattice point setscrambled digital net
Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)
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