Imagen de Portada

Error estimation for quasi-Monte Carlo

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Owen, Art B.
Formato:	Preprint
Publicado:	2024
Materias:	Numerical Analysis Computation
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Skewness of a randomized quasi-Monte Carlo estimate
por: Pan, Zexin, et al.
Publicado: (2024)

Randomized quasi-Monte Carlo for walk on spheres
por: Ho, Valerie N. P., et al.
Publicado: (2026)

Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
por: Jain, Aadit, et al.
Publicado: (2025)

Quasi-Monte Carlo with one categorical variable
por: Ho, Valerie N. P., et al.
Publicado: (2025)

Zero variance self-normalized importance sampling via estimating equations
por: Owen, Art B.
Publicado: (2025)

Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
por: Gnewuch, Michael, et al.
Publicado: (2023)

Walk on spheres and Array-RQMC
por: Ho, Valerie N. P., et al.
Publicado: (2026)

Coverage errors for Student's t confidence intervals comparable to those in Hall (1988)
por: Owen, Art B.
Publicado: (2025)

Double-loop randomized quasi-Monte Carlo estimator for nested integration
por: Bartuska, Arved, et al.
Publicado: (2023)

A universal median quasi-Monte Carlo integration
por: Goda, Takashi, et al.
Publicado: (2022)

Importance sampling and active subspace in quasi-Monte Carlo
por: Yu, Jiaxin, et al.
Publicado: (2026)

Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
por: Du, Jiarui, et al.
Publicado: (2024)

WAFOM on abelian groups for quasi-Monte Carlo point sets
por: Suzuki, Kosuke
Publicado: (2014)

Error analysis of the Monte Carlo method for compressible magnetohydrodynamics
por: Feireisl, Eduard, et al.
Publicado: (2024)

Uncertainty quantification for electrical impedance tomography using quasi-Monte Carlo methods
por: Bazahica, Laura, et al.
Publicado: (2024)

Adjoint Monte Carlo Method
por: Caflisch, Russel, et al.
Publicado: (2024)

Scale-invariant Monte Carlo and multilevel Monte Carlo estimation of mean and variance: An application to simulation of linear elastic bone tissue
por: Shivanand, Sharana Kumar, et al.
Publicado: (2021)

An improved Halton sequence for implementation in quasi-Monte Carlo methods
por: Kirk, Nathan, et al.
Publicado: (2024)

Tent transformed order $2$ nets and quasi-Monte Carlo rules with quadratic error decay
por: Käßemodel, Bernd, et al.
Publicado: (2025)

Particle exchange Monte Carlo methods for eigenfunction and related nonlinear problems
por: Dupuis, Paul, et al.
Publicado: (2025)

Transport Quasi-Monte Carlo
por: Liu, Sifan
Publicado: (2024)

Covariance estimation using h-statistics in Monte Carlo and multilevel Monte Carlo methods
por: Shivanand, Sharana Kumar
Publicado: (2023)

A weighted Discrepancy Bound of quasi-Monte Carlo Importance Sampling
por: Dick, Josef, et al.
Publicado: (2019)

On the optimization of discrepancy measures
por: Clément, François, et al.
Publicado: (2025)

Enhanced convergence rates of Adaptive Importance Sampling with recycling schemes via quasi-Monte Carlo methods
por: Chen, Jianlong, et al.
Publicado: (2025)

When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
por: Wang, Guanyang, et al.
Publicado: (2024)

Stochastic Simulation and Monte Carlo Method
por: Mirzaei, Davoud
Publicado: (2025)

MPL-HMC: A Tunable Parameterized Leapfrog Framework for Robust Hamiltonian Monte Carlo
por: Bhattacharya, Sourabh
Publicado: (2026)

Ergodicity and error estimate of laws for a random splitting Langevin Monte Carlo
por: Li, Lei, et al.
Publicado: (2025)

The $L_p$-error rate for randomized quasi-Monte Carlo self-normalized importance sampling of unbounded integrands
por: Du, Jiarui, et al.
Publicado: (2025)

Optimality of quasi-Monte Carlo methods and suboptimality of the sparse-grid Gauss--Hermite rule in Gaussian Sobolev spaces
por: Kazashi, Yoshihito, et al.
Publicado: (2025)

Predicting the statistical error of analog particle tracing Monte Carlo
por: Maes, Vince, et al.
Publicado: (2024)

Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo
por: Nagar, Lorenzo, et al.
Publicado: (2023)

A First Course in Monte Carlo Methods
por: Sanz-Alonso, Daniel, et al.
Publicado: (2024)

Multi-Level Hybrid Monte Carlo / Deterministic Methods for Particle Transport Problems
por: Novellino, Vincent N., et al.
Publicado: (2025)

Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo
por: Jasra, Ajay, et al.
Publicado: (2025)

Quasi-Monte Carlo hyperinterpolation
por: An, Congpei, et al.
Publicado: (2025)

Application of quasi-Monte Carlo in Mine Countermeasure Simulations with a Stochastic Optimal Control Framework
por: Blondeel, Philippe, et al.
Publicado: (2025)

Analysis of kinetic-diffusion Monte Carlo simulation and source term estimation scheme in nuclear fusion applications
por: Tang, Zhirui, et al.
Publicado: (2025)

Hybrid Weight Window Method for Global Time-Dependent Monte Carlo Particle Transport Calculations
por: Shaw, Caleb A., et al.
Publicado: (2025)