Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits
نویسندگان
چکیده
منابع مشابه
Error in Monte Carlo, quasi-error in Quasi-Monte Carlo
While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account ...
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ژورنال
عنوان ژورنال: Computer Physics Communications
سال: 1997
ISSN: 0010-4655
DOI: 10.1016/s0010-4655(96)00154-3