Zexin Pan

activity

20222024

most citedSuper-polynomial accuracy of multidimensional randomized nets using the median-of-means

2 citations · 2 across the 3 of their papers we have counts for

collaborators

3 papers

math.NA2024

Automatic optimal-rate convergence of randomized nets using median-of-means

Zexin Pan

We study the sample median of independently generated quasi-Monte Carlo estimators based on randomized digital nets and prove it approximates the target integral value at almost th…

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.NA2022★ 2 cited

Super-polynomial accuracy of multidimensional randomized nets using the median-of-means

Zexin Pan, Art B. Owen

We study approximate integration of a function $f$ over $[0, 1]^{s}$ based on taking the median of $2 r - 1$ integral estimates derived from independently randomized $(t, m, s)$ -nets in ba…