On integration methods based on scrambled nets of arbitrary size

DOI10.1016/j.jco.2015.06.001zbMath1327.65005arXiv1408.2773OpenAlexW2962757710MaRDI QIDQ890226

Mathieu Gerber

Publication date: 9 November 2015

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.2773

zbMATH Keywords

cubatureconvergencenumerical examplesintegrationscramblingrandomized quasi-Monte Carlosequential quasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (4)

On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo ⋮ On the Convergence Rate of Randomized Quasi--Monte Carlo for Discontinuous Functions ⋮ On the dependence structure and quality of scrambled \((t,m,s)\)-nets ⋮ Improving Approximate Bayesian Computation via Quasi-Monte Carlo

Cites Work

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• Sequential Monte Carlo Methods in Practice
• Monte Carlo Variance of Scrambled Net Quadrature
• The Mean Square Discrepancy of Scrambled (t,s)-Sequences
• Particle Markov Chain Monte Carlo Methods
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• Sequential Quasi Monte Carlo
• Remarks on a Multivariate Transformation
• A constraint on extensible quadrature rules

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