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Monte Carlo Variance of Scrambled Net Quadrature - MaRDI portal

Monte Carlo Variance of Scrambled Net Quadrature (Q4377528)

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scientific article; zbMATH DE number 1116282
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Monte Carlo Variance of Scrambled Net Quadrature
scientific article; zbMATH DE number 1116282

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    Monte Carlo Variance of Scrambled Net Quadrature (English)
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    10 February 1998
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    computer experiment
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    multidimensional multiresolution analysis
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    Latin hypercube sampling
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    numerical quadrature
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    orthogonal array sampling
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    quasi-Monte Carlo method
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