Walsh functions, scrambled $(0,m,s)$-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration

DOI10.1016/j.matcom.2020.10.026zbMath1524.65020arXiv2006.06225MaRDI QIDQ6342603

Jaspar Wiart, Elaine Wong

Publication date: 11 June 2020

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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