Improving the rejection sampling method in quasi-Monte Carlo methods
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Publication:1970398
DOI10.1016/S0377-0427(99)00194-6zbMath0959.65006MaRDI QIDQ1970398
Publication date: 21 December 2000
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
numerical experimentslow discrepancy sequencesstar-discrepancyrejection samplingrejection methodquasi Monte Carlo methodsF-discrepancy
Related Items (9)
The acceptance-rejection method for low-discrepancy sequences ⋮ Mean Dimension of Ridge Functions ⋮ Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning ⋮ Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs ⋮ Some current issues in quasi-Monte Carlo methods ⋮ Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing ⋮ Discrepancy bounds for deterministic acceptance-rejection samplers ⋮ Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing ⋮ A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
Cites Work
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- Discrépance de suites associées à un système de numération (en dimension s)
- A generalized discrepancy and quadrature error bound
- Error bounds for quasi-Monte Carlo integration with nets
- On the distribution of points in a cube and the approximate evaluation of integrals
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