A Strong Law of Large Numbers for Scrambled Net Integration
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Publication:4992613
DOI10.1137/20M1320535MaRDI QIDQ4992613
Publication date: 9 June 2021
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.07859
Related Items (9)
Preintegration via Active Subspace ⋮ Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference ⋮ Estimation and inference in factor copula models with exogenous covariates ⋮ The nonzero gain coefficients of Sobol's sequences are always powers of two ⋮ Expected integration approximation under general equal measure partition ⋮ Improved bounds on the gain coefficients for digital nets in prime power base ⋮ Consistency of randomized integration methods ⋮ Unnamed Item ⋮ Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
Uses Software
Cites Work
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