Appendix A: Properties of EDS grids In this appendix, we characterize the dispersion of points, the number of points, and the degree of uniformity of the constructed EDS. Also, we discuss the relation of our results to recent mathematical literature. A.1 Dispersion of points in EDS grids We borrow the notion of dispersion from the literature on quasi-Monte Carlo optimization methods; see, for e...

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Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...

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