On the Warnock-Halton quasi-standard error

DOI10.1515/156939606776886652zbMath1105.65004OpenAlexW2076348054MaRDI QIDQ3412510

Art B. Owen

Publication date: 6 December 2006

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

Full work available at URL: https://doi.org/10.1515/156939606776886652

zbMATH Keywords

error estimatediscrepancyquasi-Monte-Carlo integrationquasi-Monte-Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Reliable Adaptive Cubature Using Digital Sequences ⋮ Adaptive Quasi-Monte Carlo Methods for Cubature

Uses Software

• TESTPACK

Cites Work

• Monte Carlo integration with quasi-random numbers: Some experience
• Randomization of Number Theoretic Methods for Multiple Integration
• Monte Carlo Variance of Scrambled Net Quadrature
• Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
• Unnamed Item

This page was built for publication: On the Warnock-Halton quasi-standard error