Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences

DOI10.1007/S11009-024-10084-ZzbMATH Open1540.65005MaRDI QIDQ6549580FDOQ6549580

Authors: Gracia Yunruo Dong, Erik Hintz, Marius Hofert, Christiane Lemieux 

Publication date: 4 June 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

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zbMATH Keywords

latticediscrepancyquasi-Monte Carlotriangular van der Corput sequence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

Cites Work

• Algorithm 823
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• Gaussian quadrature formulas for triangles
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• Scrambled net variance for integrals of smooth functions
• Randomization of Number Theoretic Methods for Multiple Integration
• The mean square discrepancy of randomized nets
• Constructing Embedded Lattice Rules for Multivariate Integration
• Transforming low-discrepancy sequences from a cube to a simplex
• Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
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• A Koksma–Hlawka Inequality for Simplices
• Low discrepancy constructions in the triangle
• On integration methods based on scrambled nets of arbitrary size
• Lattice Integration Rules of Maximal Rank Formed by Copying Rank 1 Rules
• Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
• Transformations and Hardy-Krause variation
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets
• Verteilungsfunktionen. II.
• Quasi-Monte Carlo integration for twice differentiable functions over a triangle
• Dependence properties of scrambled Halton sequences
• Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

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