Z. Pan

activity

20182025

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

4 citations · 8 across the 9 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

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…