First- and second-order error estimates in Monte Carlo integration
نویسندگان
چکیده
منابع مشابه
Error trends in Quasi-Monte Carlo integration
Several test functions, whose variation could be calculated, were integrated with up tp 10 trials using different low-discrepancy sequences in dimensions 3, 6, 12, and 24. The integration errors divided by the variation of the functions were compared with exact and asymptotic discrepancies. These errors follow an approximate power law, whose constant is essentially given by the variance of the ...
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ژورنال
عنوان ژورنال: Computer Physics Communications
سال: 2016
ISSN: 0010-4655
DOI: 10.1016/j.cpc.2016.07.021