Error trends in quasi-Monte Carlo integration
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Publication:709518
DOI10.1016/J.CPC.2004.02.004zbMATH Open1196.65026OpenAlexW2028231935MaRDI QIDQ709518FDOQ709518
Authors: Christoph Schlier
Publication date: 18 October 2010
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2004.02.004
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Cites Work
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Cited In (8)
- Error in Monte Carlo, quasi-error in quasi-Monte Carlo
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- Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance
- Empirically estimating error of integration by quasi-Monte Carlo method
- Effective discrepancy and numerical experiments
- Quasi-random integration in high dimensions
- Decrease of the mean of the quasi-random integration error
- On scrambled Halton sequences
Uses Software
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