On Efficient Estimation of the Variance of the Randomised Quasi Monte Carlo Estimate
نویسندگان
چکیده
A new method to estimate the variance of an RQMC estimate has been proposed. It is expected that this method will be computationally inexpensive and will produce quite accurate estimates for a wide range of integrands. This is a ’proof of concept ’ work and therefore in its early stages.
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