Z. Pan

activity

20182025

most citedThe nonzero gain coefficients of Sobol's sequences are always powers of two

4 citations · 4 across the 2 of their papers we have counts for

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4 papers · 1 filter

math.NA2024

Skewness of a randomized quasi-Monte Carlo estimate

Zexin Pan, Art B. Owen

Some recent work on confidence intervals for randomized quasi-Monte Carlo (RQMC) sampling found a surprising result: ordinary Student $t$ 95% confidence intervals based on a modest…

math.NA2023

Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy

Michael Gnewuch, Peter Kritzer, Art B. Owen +1

Let $f : [0, 1]^{d} \to R$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $x_{0}, \dots, x_{n - 1} \in [0, 1]^{d}$ hav…

math.NA2023

Gain coefficients for scrambled Halton points

Art B. Owen, Zexin Pan

Randomized quasi-Monte Carlo, via certain scramblings of digital nets, produces unbiased estimates of $\int_{[0, 1]^{d}} f (x) d x$ with a variance th…

math.NA2021★ 4 cited

The nonzero gain coefficients of Sobol's sequences are always powers of two

Zexin Pan, Art B. Owen

When a plain Monte Carlo estimate on $n$ samples has variance $σ^{2} / n$ , then scrambled digital nets attain a variance that is $o (1/ n)$ as $n \to \infty$ . For finite $n$ and an adversa…