Quasi-Monte Carlo confidence intervals using quantiles of randomized nets

DOI10.1214/26-AOS2631MaRDI QIDQ7289812zbMATH OpenFDO

Authors Zexin Pan

Publication date 6 July 2026

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-54/issue-3/Quasi-Monte-Carlo-confidence-intervals-using-quantiles-of-randomized-nets/10.1214/26-AOS2631.full

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Numerical integration (65D30)

Cites work

• Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
• Asymptotic normality of scrambled geometric net quadrature
• Automatic optimal-rate convergence of randomized nets using median-of-means
• Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
• Formulas for the Walsh coefficients of smooth functions and their application to bounds on the Walsh coefficients
• High dimensional integration of kinks and jumps -- smoothing by preintegration
• High-dimensional integration: The quasi-Monte Carlo way
• Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
• scientific article; zbMATH DE number 1817650 (Why is no real title available?)
• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• scientific article; zbMATH DE number 822320 (Why is no real title available?)
• Low-discrepancy and low-dispersion sequences
• Nonparametric standard errors and confidence intervals
• On a lemma of Littlewood and Offord
• On the \(L_2\)-discrepancy for anchored boxes
• On the asymptotic distribution of scrambled net quadrature.
• On the dependence structure and quality of scrambled \((t,m,s)\)-nets
• Preintegration via Active Subspace
• Skewness of a randomized quasi-Monte Carlo estimate
• Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
• Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
• Super-polynomial accuracy of one dimensional randomized nets using the median of means
• The cost of deterministic, adaptive, automatic algorithms: cones, not balls

This page was built for publication: Quasi-Monte Carlo confidence intervals using quantiles of randomized nets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7289812)