Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices
type: Item
instance of: scholarly article
title: Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices
zbMATH Open document ID: 1479.62011
author: M. Wnuk
author: Michael Gnewuch
published in: Operations Research Letters
publication date: 2021-04-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/1903.02261
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62K10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7331142
zbMATH Keywords: randomized quasi-Monte Carlo
zbMATH Keywords: Monte Carlo
zbMATH Keywords: numerical integration
zbMATH Keywords: variance reduction
zbMATH Keywords: lattice rules
zbMATH Keywords: Latin hypercube sampling
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3022560274
cites work: High-dimensional integration: The quasi-Monte Carlo way
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cites work: Probabilistic lower bounds for the discrepancy of Latin hypercube samples
cites work: Monte Carlo and quasi-Monte Carlo sampling
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cites work: A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
cites work: Q4856469
cites work: Monte Carlo Variance of Scrambled Net Quadrature
cites work: Q5829423
cites work: Q4453524
cites work: On negatively dependent sampling schemes, variance reduction, and probabilistic upper discrepancy bounds
DOI: 10.1016/J.ORL.2020.04.005
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description: scientific article; zbMATH DE number 7331142