QMC integration errors and quasi-asymptotics

DOI10.1515/MCMA-2020-2067MaRDI QIDQ2213355zbMATH OpenOpenAlexFDO

Authors B. V. Shukhman, Il'ya Sobol'

Publication date 1 December 2020

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2020-2067

zbMATH Keywords

Monte Carlo methodsnumerical integrationquasi-asymptoticsuniform distribution

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Numerical integration (65D30)

Recommendations

• Quasi-Monte Carlo integration
• Empirically estimating error of integration by quasi-Monte Carlo method
• scientific article; zbMATH DE number 4082826
• Estimation of multidimensional integrals: is Monte Carlo the best method?
• scientific article; zbMATH DE number 1103074

Cites work

• A limit theorem for average dimensions
• Asymmetric convergence of approximations of the Monte Carlo method
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• scientific article; zbMATH DE number 5039490 (Why is no real title available?)
• On average dimensions of particle transport estimators
• Quasi-Monte Carlo method for solving Fredholm equations
• Quasi-Monte Carlo: a high-dimensional experiment
• Variance components and generalized Sobol' indices

Cited in

(4)

• scientific article; zbMATH DE number 1103082 (Why is no real title available?)
• Estimation of multidimensional integrals: is Monte Carlo the best method?
• On Dropping the First Sobol’ Point
• Error trends in quasi-Monte Carlo integration

This page was built for publication: QMC integration errors and quasi-asymptotics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2213355)