Extensible Grids: Uniform Sampling on a Space Filling Curve

DOI10.1111/rssb.12132zbMath1414.62082arXiv1406.4549OpenAlexW2963545926MaRDI QIDQ5378376

Art B. Owen, Zhijian He

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.4549

zbMATH Keywords

van der Corput sequenceHilbert space filling curvelattice sequencerandomized quasi-Monte-Carlo samplingsequential quasi-Monte-Carlo method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Asymptotic properties of parametric estimators (62F12) Fractals (28A80)

Related Items (10)

Population Quasi-Monte Carlo ⋮ On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions ⋮ Improving simulated annealing through derandomization ⋮ Sequential Bayesian inference for static parameters in dynamic state space models ⋮ Expected integration approximation under general equal measure partition ⋮ QMC Sampling from Empirical Datasets ⋮ Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall ⋮ Sorting methods and convergence rates for Array-RQMC: some empirical comparisons ⋮ Negative association, ordering and convergence of resampling methods ⋮ Asymptotic normality of extensible grid sampling

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