Empirically estimating error of integration by quasi-Monte Carlo method-Reference-Cited by-同舟云学术

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Empirically estimating error of integration by quasi-Monte Carlo method

Published:2014-01 Issue:1 Volume:47 Page:1-8
ISSN:1063-4541
Container-title:Vestnik St. Petersburg University: Mathematics
language:en
Short-container-title:Vestnik St.Petersb. Univ.Math.

Author:

Antonov A. A.,Ermakov S. M.

Publisher

Allerton Press

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.3103/S1063454114010038.pdf

Reference7 articles.

1. I. M. Sobol’, “On the distribution of points in a cube and approximate integration,” Zh. Vychisl. Mat. Mat. Fiz. 7(4), 784–802 (1967).

2. I. M. Sobol’, Multidimensional Quadrature Formulas and Haar Functions (Nauka, Moscow, 1969) [in Russian].

3. S. M. Ermakov, The Monte Carlo Method and Related Questions (Nauka, Moscow, 1975) [in Russian].

4. J. H. Halton, “Quasi-probability—Why quasi-Monte Carlo methods are statistically valid and how their errors can be estimated statistically,” Monte Carlo Methods Appl. 11, 203–350 (2005).

5. L. Kuipers and H. Niederreiter, Uniform Distribution Of Sequences (Wiley, New York, 1974).

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1. An Evaluation of Estimation Techniques for Probabilistic Verification;Lecture Notes in Computer Science;2020

2. Random cubatures and quasi-Monte Carlo methods;Monte Carlo Methods and Applications;2015-01-01

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