Discrepancy-based error estimates for Quasi-Monte Carlo. I. General formalism
暂无分享,去创建一个
[1] I. Sobol. On the distribution of points in a cube and the approximate evaluation of integrals , 1967 .
[2] K. F. Roth. On irregularities of distribution , 1954 .
[3] Lauwerens Kuipers,et al. Uniform distribution of sequences , 1974 .
[4] J. Halton. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals , 1960 .
[5] H. Faure. Discrépance de suites associées à un système de numération (en dimension s) , 1982 .
[6] H. Wozniakowski. Average case complexity of multivariate integration , 1991 .
[7] Harald Niederreiter,et al. Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.
[8] Bennett L. Fox,et al. Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators , 1986, TOMS.
[9] Petko D. Proinov. Discrepancy and integration of continuous functions , 1988 .
[10] E. Hlawka. Funktionen von beschränkter Variatiou in der Theorie der Gleichverteilung , 1961 .
[11] H. Keng,et al. Applications of number theory to numerical analysis , 1981 .
[12] Christoph Schlier,et al. Monte Carlo integration with quasi-random numbers: some experience , 1991 .
[13] R. Kleiss. Average-case complexity distributions: a generalization of the Woz̀niakowski lemma for multidimensional numerical integration , 1992 .
[14] Paul Bratley,et al. Algorithm 659: Implementing Sobol's quasirandom sequence generator , 1988, TOMS.