Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
From MaRDI portal
Publication:4509876
DOI10.1137/S1064827599356638zbMath0974.65004MaRDI QIDQ4509876
Pierre L'Ecuyer, Hee Sun Hong, Christiane Lemieux, Fred J. Hickernell
Publication date: 19 October 2000
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
numerical examplesMonte Carlo methodserror estimatediscrepancyquadraturespectral testmultidimensionalgood lattice point sets
Related Items (25)
The distribution of the discrepancy of scrambled digital (\(t\),\(m\),\(s\))-nets ⋮ A comparison of variational approximations for fast inference in mixed logit models ⋮ Construction algorithms for good extensible lattice rules ⋮ The price of pessimism for multidimensional quadrature ⋮ Quasi-Monte Carlo Image Synthesis in a Nutshell ⋮ Deterministic Consistent Density Estimation for Light Transport Simulation ⋮ Quasi-Monte Carlo Progressive Photon Mapping ⋮ Accelerating the Convergence of Lattice Methods by Importance Sampling-Based Transformations ⋮ The existence of good extensible rank-1 lattices ⋮ My dream quadrature rule ⋮ A Tool for Custom Construction of QMC and RQMC Point Sets ⋮ Extensible hyperplane nets ⋮ Adaptive Quasi-Monte Carlo Methods for Cubature ⋮ Ian Sloan and Lattice Rules ⋮ Alternative sampling methods for estimating multivariate normal probabilities ⋮ Weighted compound integration rules with higher order convergence for all \(N\) ⋮ Searching for extensible Korobov rules ⋮ Quasi-Monte Carlo methods with applications in finance ⋮ The construction of extensible polynomial lattice rules with small weighted star discrepancy ⋮ The construction of good extensible rank-1 lattices ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks ⋮ An algorithm to compute the \(t\)-value of a digital net and of its projections ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Proof techniques in quasi-Monte Carlo theory
This page was built for publication: Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
