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Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

✍ Scribed by Jiri Hoogland; Ronald Kleiss


Book ID
108314531
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
648 KB
Volume
101
Category
Article
ISSN
0010-4655

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πŸ“œ SIMILAR VOLUMES


Discrepancy-based error estimates for Qu
✍ Jiri K. Hoogland; Ronald Kleiss πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 852 KB

We show how information on the uniformity properties of a point set employed in numerical multi-dimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non)uniformity for point sets, and derive explicit expressions for the vari

Discrepancy-based error estimates for Qu
✍ Jiri K. Hoogland; Ronald Kleiss πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 410 KB

The choice of a point set, to be used in numerical integration, determines, to a large extent, the error estimate of the integral. Point sets can be characterized by their discrepancy, which is a measure of their nonuniformity. Point sets with a discrepancy that is low with respect to the expected v