Scrambled Geometric Net Integration Over General Product Spaces
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DOI: 10.1007/s10208-015-9293-5
Abstract: Quasi-Monte Carlo (QMC) sampling has been developed for integration over $$[0,1]^s$$[0,1]s where it has superior accuracy to Monte Carlo (MC) for integrands of bounded variation. Scrambled net quadrature allows replication-based error estimation for QMC with… read more here.
Keywords: scrambled geometric; integration; geometric net; product ... See more keywords