Low-discrepancy Lattice Sets and QMC Integration

Low-discrepancy Lattice Sets and QMC Integration (2002)

Cached

Download Links

[kam.mff.cuni.cz]

by Vojtech Franek

BibTeX

@MISC{Franek02low-discrepancylattice,
    author = {Vojtech Franek},
    title = {Low-discrepancy Lattice Sets and QMC Integration},
    year = {2002}
}

Bookmark

OpenURL

Abstract

Many low-discrepancy sets are suitable for quasi-Monte Carlo integration.

Citations

638	Random Number Generation and Quasi-Monte Carlo Methods - Niederreiter - 1992
89	An Algorithmic Theory of Numbers, Graphs and Convexity - Lovasz - 1986
83	Uniform Random Numbers: Theory and Practice - Tezuka - 1995
39	Geometric discrepancy. An illustrated guide - Matousek - 1999
38	Quasi-random methods for estimating integrals using relatively small samples - Spanier, Maize - 1994
36	Scrambled net variance for integrals of smooth functions - Owen - 1997
19	Methods of numerical integration 2nd ed - Davis, Rabinovitz - 1984
15	Testing multidimensional integration routines. pages 81–94. Proceedings of international conference on tools, methods and languages for scientific and engineering computation - Genz - 1984
11	On the L2-discrepancy for anchored boxes - Matousěk - 1998
9	Constructions of uniform distributions in terms of geometry of numbers - Skriganov - 1995
6	Discrepancy of sequences associated with a number system (in dimension s - Faure - 1982
6	Estimation of multidimensional integrals: is Monte Carlo the best method - Rensburg, J, et al. - 1993
5	Randomly Permuted (t; m; s)-Nets and (t; s)- Sequences - Owen - 1995
3	Irregularities of Distribution, Cambridge Univ - Beck, Chen - 1987
2	Monte-Carlo variance of scrambled net quadrature - Owen - 1997
2	Numerische experimente zur mehrdimensionalen quadratur - Roos, Arnold - 1963