Some current issues in quasi-Monte Carlo methods

Authors:
Harald Niederreiter
Affiliations:
Department of Mathematics, National University of Singapore, 2 Science Drive 2, Singapore 117543, Republic of Singapore
Venue:
Journal of Complexity
Year:
2003

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Abstract

We briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error reduction, optimization of net constructions, and randomization and derandomization.