Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically

DOI10.1163/1569396054495130zbMath1161.62307OpenAlexW4231549750MaRDI QIDQ5697605

Publication date: 18 October 2005

Full work available at URL: https://doi.org/10.1163/1569396054495130

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05) Foundations of probability theory (60A99)

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Adaptive Quasi-Monte Carlo Methods for Cubature ⋮ The limiting sets of polynomial iterations in some compact rings ⋮ Empirically estimating error of integration by quasi-Monte Carlo method ⋮ Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations ⋮ On scrambled Halton sequences ⋮ On the Warnock-Halton quasi-standard error

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