Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy

DOI10.1093/IMAIAI/IAAE021MaRDI QIDQ6638527zbMATH OpenFDO

Authors Michael Gnewuch, Peter Kritzer, Art B. Owen, Zexin Pan

Publication date 14 November 2024

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMAIAI/IAAE021

zbMATH Keywords

associated random variablescompletely monotone functionsdigital netslattice rulesprojection regularrank one lattices

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Monte Carlo methods (65C05)

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(1)

• Quasi-Monte Carlo confidence intervals using quantiles of randomized nets

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