Hot new directions for quasi-Monte Carlo research in step with applications

DOI10.1007/978-3-319-91436-7_6zbMath1417.65013arXiv1710.09905OpenAlexW2963354045MaRDI QIDQ1722510

Frances Y. Kuo, Dirk Nuyens

Publication date: 18 February 2019

Full work available at URL: https://arxiv.org/abs/1710.09905

zbMATH Keywords

quasi-Monte Carlo methodsuniformhigher orderlognormalrandomly shifted lattice rulesinterlaced polynomial lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical integration (65D30)

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Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs

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