2 citations · 6 across the 13 of their papers we have counts for
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Randomized quasi-Monte Carlo for walk on spheres
Valerie N. P. Ho, Art B. Owen
We investigate the use of randomized quasi-Monte Carlo (RQMC) in walk on spheres algorithms to solve boundary value problems for functions with Dirichlet boundary conditions in $\m…
Walk on spheres and Array-RQMC
Valerie N. P. Ho, Art B. Owen
We use Array-RQMC sampling in a walk on spheres (WoS) algorithm for Dirichlet boundary value problems. On a collection of problems, we find that Array-RQMC-WoS reduces the Monte Ca…
On the optimization of discrepancy measures
François Clément, Nathan Kirk, Art B. Owen +1
Numerical optimizations can find point sets with lower discrepancies than prior methods based on algebra, and discrepancies are computationally attractive for this. The …
Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
Aadit Jain, Fred J. Hickernell, Art B. Owen +1
Randomized quasi-Monte Carlo (RQMC) methods estimate the mean of a random variable by sampling an integrand at equidistributed points. For scrambled digital nets, the resulting…
Error estimation for quasi-Monte Carlo
Art B. Owen
Quasi-Monte Carlo sampling can attain far better accuracy than plain Monte Carlo sampling. However, with plain Monte Carlo sampling it is much easier to estimate the attained accur…
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 95% confidence intervals based on a modest…