The mean square discrepancy of randomized nets

computational complexity low discrepancy sets multidimensional integration number-theoretic nets and sequences quadrature quasi-Monte Carlo methods quasi-random sets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(37)

The exponent of discrepancy is at least 1. 0669
Scrambling Sobol' and Niederreiter-Xing points
On the \(L_2\)-discrepancy for anchored boxes
Variations on \((0,s)\)-sequences
Integration and approximation based on scramble sampling in arbitrary dimensions
Scrambled net variance for integrals of smooth functions
My dream quadrature rule
Applications of randomized low discrepancy sequences to the valuation of complex securities
Randomized Halton sequences
Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
\(I\)-binomial scrambling of digital nets and sequences
On the root mean square weighted \(L_{2}\) discrepancy of scrambled nets
On the dependence structure and quality of scrambled \((t,m,s)\)-nets
On efficient design of pilot experiment for generalized linear models
Links between discrepancy and nonparametric estimation, methodology for selecting points based on available data
A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations
Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling
Constructions of (t,m,s)-nets and (t,s)-sequences
On mean values of the \(L_q\)-discrepancies of point distributions
scientific article; zbMATH DE number 3956246 (Why is no real title available?)
Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
The asymptotic efficiency of randomized nets for quadrature
scientific article; zbMATH DE number 1341370 (Why is no real title available?)
Optimal quadrature for Haar wavelet spaces
scientific article; zbMATH DE number 1505482 (Why is no real title available?)
On the mean square weighted L₂discrepancy of randomized digital (t,m,s)-nets over Z₂
Strong tractability of integration using scrambled Niederreiter points
The impact of randomization in smoothing networks
On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling
Computational investigations of scrambled Faure sequences
Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
Dimension reduction for quasi-Monte Carlo methods via quadratic regression
On the mean square weighted \(\mathcal {L}_2\) discrepancy of randomized digital nets in prime base
Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
Randomized quasi-Monte Carlo methods in pricing securities
Parameterization based on randomized quasi-Monte Carlo methods

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