A theoretical view on transforming low-discrepancy sequences from a cube to a simplex

DOI10.1515/mcma.2004.10.3-4.511zbMath1109.65305OpenAlexW2080504324WikidataQ57778945 ScholiaQ57778945MaRDI QIDQ4655077

Tim Pillards, Ronald Cools

Publication date: 10 March 2005

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

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.511

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (6)

Quasi-Monte Carlo tractability of high dimensional integration over products of simplices ⋮ Sampling and change of measure for Monte Carlo integration on simplices ⋮ Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces ⋮ Transforming low-discrepancy sequences from a cube to a simplex ⋮ Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality ⋮ EC-tractability of approximation problems in function spaces defined over products of simplices

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