Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *

DOI10.1515/mcma.2004.10.3-4.617zbMath1066.65011OpenAlexW2026465639MaRDI QIDQ4655089

Bruno Tuffin

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.2004.10.3-4.617

zbMATH Keywords

convergenceconfidence intervallow discrepancy sequencesquasi-Monte Carlo methodserror estimations

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (5)

Likelihood computation in the normal-gamma stochastic frontier model ⋮ Randomized quasi-random sampling/importance resampling ⋮ Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system ⋮ Comparison of descriptive statistics for multidimensional point sets ⋮ MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS

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