Variance with alternative scramblings of digital nets

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On the variance of quadrature over scrambled nets and sequences
scientific article; zbMATH DE number 1321825
The discrepancy and gain coefficients of scrambled digital nets.
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Cited in

(39)

The discrepancy and gain coefficients of scrambled digital nets.
Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
The distribution of the discrepancy of scrambled digital (t,m,s)-nets
On the distribution of integration error by randomly-shifted lattice rules
On the variance of quadrature over scrambled nets and sequences
Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
Discrepancy of stratified samples from partitions of the unit cube
On the dependence structure and quality of scrambled \((t,m,s)\)-nets
On negative dependence properties of Latin hypercube samples and scrambled nets
Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling
Quasi-random numbers for copula models
Scrambled geometric net integration over general product spaces
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
Constructions of (t,m,s)-nets and (t,s)-sequences
Dependence properties of scrambled Halton sequences
Scrambling non-uniform nets
Multidimensional quasi-Monte Carlo Malliavin Greeks
A Strong Law of Large Numbers for Scrambled Net Integration
Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
Super-polynomial accuracy of one dimensional randomized nets using the median of means
Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
Forward or backward simulation? A comparative study
Negative dependence, scrambled nets, and variance bounds
Density estimation by randomized quasi-Monte Carlo
Convergence Analysis of a Quasi-Monte CarloBased Deep Learning Algorithm for Solving Partial Differential Equations
A Tool for Custom Construction of QMC and RQMC Point Sets
A Universal Median Quasi-Monte Carlo Integration
Coupling from the past with randomized quasi-Monte Carlo
Computational investigations of scrambled Faure sequences
Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands
The median trick does not help for fully nested scrambling
Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets
Randomized quasi-Monte Carlo and Owen's boundary growth condition: a spectral analysis
Separation properties of scrambled digital nets and related random point sets
Coarse scrambling for Sobol' and Niederreiter sequences
Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
Randomized quasi-Monte Carlo methods in pricing securities
Local antithetic sampling with scrambled nets

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