Empirically estimating error of integration by quasi-Monte Carlo method

DOI10.3103/S1063454114010038zbMath1297.65002MaRDI QIDQ460746

Sergeĭ Mikhaĭlovich Ermakov, Anton A. Antonov

Publication date: 14 October 2014

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• On the distribution of integration error by randomly-shifted lattice rules
• Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
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