Transforming low-discrepancy sequences from a cube to a simplex

DOI10.1016/J.CAM.2004.03.019MaRDI QIDQ1765452zbMATH OpenOpenAlexWikidataFDO

Authors Tim Pillards, Ronald Cools

Publication date 23 February 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.03.019

zbMATH Keywords

convergenceQuasi-Monte Carlo methodKoksma-Hlawka inequalityCubaturelow-discrepancy points sequencesMulti-dimensional integration

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3482629 (Why is no real title available?)
• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
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• scientific article; zbMATH DE number 1476480 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• A theoretical view on transforming low-discrepancy sequences from a cube to a simplex

Cited in

(12)

• Transformations and Hardy-Krause variation
• Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
• EC-tractability of approximation problems in function spaces defined over products of simplices
• A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
• Quasi-Monte Carlo integration for twice differentiable functions over a triangle
• On low discrepancy sequences and low discrepancy ergodic transformations of the multidimensional unit cube
• Quasi-Monte Carlo tractability of high dimensional integration over products of simplices
• Uniformly distributed points on the sphere
• Sampling and change of measure for Monte Carlo integration on simplices
• Low discrepancy constructions in the triangle
• Using Box-Muller with Low Discrepancy Points
• Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences

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