The nonzero gain coefficients of Sobol's sequences are always powers of two

DOI10.1016/j.jco.2022.101700OpenAlexW4292830508MaRDI QIDQ2685064

Zexin Pan, Art B. Owen

Publication date: 17 February 2023

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.10534

zbMATH Keywords

digital netsquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Related Items (1)

Improved bounds on the gain coefficients for digital nets in prime power base

Uses Software

• MinT

Cites Work

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