A random walk algorithm to estimate a lower bound of the star discrepancy

DOI10.1515/mcma-2022-2125zbMath1504.65001OpenAlexW4306870544MaRDI QIDQ2101133

Michael Mascagni, Maryam Alsolami

Publication date: 28 November 2022

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2022-2125

zbMATH Keywords

Monte Carlo methodrandom walkquasi-Monte Carlo methodapproximate star discrepancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Well-distributed sequences and other variations (11K36)

Related Items (1)

A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy

Cites Work

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• Quasi-Random Sequences and Their Discrepancies
• Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
• Calculation of Discrepancy Measures and Applications
• Random and Deterministic Digit Permutations of the Halton Sequence

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