451 citations
- The University of TokyoJP34 papers
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Showing 2014Show all
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math.NA2014★ 7 cited
The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
Takashi Goda, Ryuichi Ohori, Kosuke Suzuki +1
In this paper, we study randomized quasi-Monte Carlo (QMC) integration using digitally shifted digital nets. We express the mean square QMC error of the -th discrete approximati…
math.NA2014★ 2 cited
Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
Makoto Matsumoto, Ryuichi Ohori
Fix an integer . Let be an integrable function. Let be a finite point set. Quasi-Monte Carlo integration of by is the averag…