Scrambling non-uniform nets

DOI10.2478/S12175-009-0134-3zbMath1212.65012OpenAlexW2054039566MaRDI QIDQ3632784

Shu Tezuka

Publication date: 12 June 2009

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s12175-009-0134-3

zbMATH Keywords

Monte Carlo methoddiscrepancyLatin hypercube samplingquasi-Monte Carlo methodOwen's scrambling\((t,m,d)\)-netsSobol's points

Mathematics Subject Classification ID

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

Related Items (1)

High-Discrepancy Sequences for High-Dimensional Numerical Integration

Cites Work

• Scrambling Sobol' and Niederreiter-Xing points
• On the \(L_2\)-discrepancy for anchored boxes
• Scrambled net variance for integrals of smooth functions
• Uniformly distributed sequences with an additional uniform property
• Monte Carlo Variance of Scrambled Net Quadrature
• On the distribution of points in a cube and the approximate evaluation of integrals

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