Monte Carlo Variance of Scrambled Net Quadrature
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Publication:4377528
DOI10.1137/S0036142994277468zbMath0890.65023OpenAlexW2023711160MaRDI QIDQ4377528
Publication date: 10 February 1998
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036142994277468
numerical quadratureLatin hypercube samplingquasi-Monte Carlo methodcomputer experimentorthogonal array samplingmultidimensional multiresolution analysis
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