arXiv:1702.01491 · Springer eBooks

Adaptive Quasi-Monte Carlo Methods for Cubature

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

Published Jan 1, 2018• 11 citations

Related papers

Some current issues in quasi-Monte Carlo methods

Harald Niederreiter

Recent Advances in Randomized Quasi-Monte Carlo Methods

Pierre L’Ecuyer, Christiane Lemieux

Parameterization based on randomized quasi-Monte Carlo methods

Giray Ökten, Matthew Willyard

Quasi-Monte Carlo methods for lattice systems: A first look

Karl Jansen, Hernan Leövey, A. Ammon +2 more

Reliable Adaptive Cubature Using Digital Sequences

Fred J. Hickernell, Lluís Antoni Jiménez Rugama

The Monte Carlo wave-function method: A robust adaptive algorithm and a study in convergence

Miklós Kornyik, András Vukics