Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
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Publication:6549580
DOI10.1007/s11009-024-10084-zzbMath1540.65005MaRDI QIDQ6549580
Christiane Lemieux, Marius Hofert, Erik Hintz, Gracia Yunruo Dong
Publication date: 4 June 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)
Cites Work
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- Low Discrepancy Constructions in the Triangle
- Constructing Embedded Lattice Rules for Multivariate Integration
- Algorithm 823
- Gaussian quadrature formulas for triangles
- Transformations and Hardy--Krause Variation
- Remarks on a Multivariate Transformation
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