Randomized quasi-Monte Carlo integration
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Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- A generalized discrepancy and quadrature error bound
- A panorama of discrepancy theory
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- A SIMPLE APPROACH TO CONFOUNDING AND FRACTIONAL REPLICATION IN FACTORIAL EXPERIMENTS
- A strong law of large numbers for scrambled net integration
- A Tool for Custom Construction of QMC and RQMC Point Sets
- A Universal Median Quasi-Monte Carlo Integration
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
- An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
- Analysis of variance designs for model output
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Automatic optimal-rate convergence of randomized nets using median-of-means
- Bayesian Probabilistic Numerical Methods
- Calculation of improper integrals using uniformly distributed sequences
- Coarse scrambling for Sobol' and Niederreiter sequences
- Computation of Multivariate Normal and t Probabilities
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Constructing Embedded Lattice Rules for Multivariate Integration
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Discrepancy bounds for deterministic acceptance-rejection samplers
- Discrépance de suites associées à un système de numération (en dimension s)
- Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
- Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
- Estimating means of bounded random variables by betting
- Fast automatic Bayesian cubature using lattice sampling
- Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
- Gain coefficients for scrambled Halton points
- Generalized Halton sequences in 2008: a comparative study
- Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
- Good permutations for extreme discrepancy
- Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
- Implementation and tests of low-discrepancy sequences
- Integration and approximation in arbitrary dimensions
- Lattice methods for multiple integration
- Local antithetic sampling with scrambled nets
- Mean Dimension of Ridge Functions
- MinT -- new features and new results
- Monte Carlo complexity of global solution of integral equations
- MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS
- Monte Carlo Variance of Scrambled Net Quadrature
- Multidimensional variation for quasi-Monte Carlo
- Multilevel Monte Carlo methods
- Multilevel Monte Carlo Path Simulation
- Multilevel quasi-Monte Carlo path simulation
- On decompositions of multivariate functions
- On Dropping the First Sobol’ Point
- On irregularities of distribution
- On quasi-Monte Carlo simulation of stochastic differential equations
- On the asymptotic distribution of scrambled net quadrature.
- On the convergence rate of randomized quasi-Monte Carlo for discontinuous functions
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- On the variance of quadrature over scrambled nets and sequences
- Periodization strategy may fail in high dimensions
- Preintegration via Active Subspace
- Projections of digital nets and sequences
- QMC designs: optimal order quasi Monte Carlo integration schemes on the sphere
- Quadrature Error Bounds with Applications to Lattice Rules
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- Quasi-Monte Carlo image synthesis in a nutshell
- Quasi-Monte Carlo methods and pseudo-random numbers
- Quasi-Monte Carlo methods with applications in finance
- Randomization of Number Theoretic Methods for Multiple Integration
- Randomized quasi-Monte Carlo and Owen's boundary growth condition: A spectral analysis
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Scrambled geometric net integration over general product spaces
- Scrambled net variance for integrals of smooth functions
- Scrambling Sobol' and Niederreiter-Xing points
- Skewness of a randomized quasi-Monte Carlo estimate
- Student's t-Test Under Symmetry Conditions
- 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
- TestU01
- The Econometrics of Randomized Experiments
- The jackknife estimate of variance
- The nonzero gain coefficients of Sobol's sequences are always powers of two
- The price of pessimism for multidimensional quadrature
- Transport Quasi-Monte Carlo
- Unbiased Markov Chain Monte Carlo Methods with Couplings
- Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
- Walk on spheres and Array-RQMC
- Where are the logs?
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