A Tool for Custom Construction of QMC and RQMC Point Sets

DOI10.1007/978-3-030-98319-2_3arXiv2012.10263MaRDI QIDQ6154305

Pierre Marion, Pierre L'Ecuyer, Florian Puchhammer, Maxime Godin

Publication date: 14 February 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.10263

zbMATH Keywords

discrepancylattice rulesdigital netssoftware toolquasi-Monte Carlopolynomial lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Cites Work

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