Transformations and Hardy--Krause Variation

DOI10.1137/15M1052184zbMath1342.65099arXiv1512.02713MaRDI QIDQ5739961

Art B. Owen, Kinjal Basu

Publication date: 7 July 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02713

zbMATH Keywords

importance samplingquasi-Monte Carlorandomized quasi-Monte CarloFaa di Bruno formula

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (7)

On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ Quasi-Monte Carlo integration for twice differentiable functions over a triangle ⋮ Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube ⋮ Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference ⋮ Discrepancy-based inference for intractable generative models using quasi-Monte Carlo ⋮ Equidistribution of random walks on compact groups. II: The Wasserstein metric ⋮ Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences

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