Information-based complexity
Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
On the numerical integration of Walsh series by number-theoretic methods
Mathematics of Computation
The mean square discrepancy of randomized nets
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An intractability result for multiple integration
Mathematics of Computation
Quasirandom points and global function fields
FFA '95 Proceedings of the third international conference on Finite fields and applications
Monte Carlo Variance of Scrambled Net Quadrature
SIAM Journal on Numerical Analysis
Latin supercube sampling for very high-dimensional simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Journal of Complexity
Efficiency improvement by lattice rules for pricing Asian options
Proceedings of the 30th conference on Winter simulation
Scrambling sobol' and niederreiter-xing points
Journal of Complexity
On the L2-discrepancy for anchored boxes
Journal of Complexity
The asymptotic efficiency of randomized nets for quadrature
Mathematics of Computation
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
SIAM Journal on Scientific Computing
Erratum: Quadrature Error Bounds with Applications to Lattice Rules
SIAM Journal on Numerical Analysis
Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
SIAM Journal on Numerical Analysis
The Mean Square Discrepancy of Scrambled (t,s)-Sequences
SIAM Journal on Numerical Analysis
The discrepancy and gain coefficients of scrambled digital nets
Journal of Complexity
The existence of good extensible rank-1 lattices
Journal of Complexity
Optimal quadrature for Haar wavelet spaces
Mathematics of Computation
Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series
Mathematical and Computer Modelling: An International Journal
Quasi-Monte Carlo quadratures for multivariate smooth functions
Applied Numerical Mathematics
Numerical integration formulas of degree two
Applied Numerical Mathematics
Approximate zero-variance simulation
Proceedings of the 40th Conference on Winter Simulation
Quasi-Monte Carlo quadratures for multivariate smooth functions
Applied Numerical Mathematics
A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract
Proceedings of the Fourth International ICST Conference on Performance Evaluation Methodologies and Tools
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There has been a great deal of research into good algorithms for approximating multidimensional integrals. This note suggests some qualities that are desirable in a general purpose quadrature rule.