Adaptive Quasi-Monte Carlo Methods for Cubature-Reference-Cited by-同舟云学术

Adaptive Quasi-Monte Carlo Methods for Cubature

Published:2018 Issue: Volume: Page:597-619
ISSN:
Container-title:Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan
language:
Short-container-title:

Author:

Hickernell Fred J.,Jiménez Rugama Lluís Antoni,Li Da

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-72456-0_27

Reference28 articles.

1. Bratley, P., Fox, B.L., Niederreiter, H.: Implementation and tests of low-discrepancy sequences. ACM Trans. Model. Comput. Simul. 2, 195–213 (1992)

2. Choi, S.C.T., Ding, Y., Hickernell, F.J., Jiang, L., Jiménez Rugama, Ll.A., Tong, X., Zhang, Y., Zhou, X.: GAIL: Guaranteed Automatic Integration Library (versions 1.0–2.2). MATLAB software (2013–2017). http://gailgithub.github.io/GAIL_Dev/

3. Dick, J., Pillichshammer, F.: Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration. Cambridge University Press, Cambridge (2010)

4. Dick, J., Kuo, F., Sloan, I.H.: High dimensional integration—the Quasi-Monte Carlo way. Acta Numer. 22, 133–288 (2013)

5. Genz, A.: Comparison of methods for the computation of multivariate normal probabilities. Comput. Sci. Stat. 25, 400–405 (1993)

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On Bounding and Approximating Functions of Multiple Expectations Using Quasi-Monte Carlo;Springer Proceedings in Mathematics & Statistics;2024

2. The Trio Identity for Quasi-Monte Carlo Error;Springer Proceedings in Mathematics & Statistics;2018