Art B. Owen

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20212026

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

2 citations · 6 across the 13 of their papers we have counts for

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stat.CO2026

Randomized quasi-Monte Carlo integration

Art B. Owen

Quasi-Monte Carlo sampling is a numerical integration method that uses points with a space-filling property in $[0, 1]^{s}$ designed to give better estimates than plain Monte Carlo me…

stat.CO2025

Quasi-Monte Carlo with one categorical variable

Valerie N. P. Ho, Art B. Owen, Zexin Pan

We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the var…

stat.CO2021★ 2 cited

Super-polynomial accuracy of one dimensional randomized nets using the median-of-means

Zexin Pan, Art B. Owen

Let $f$ be analytic on $[0, 1]$ with $∣ f^{(k)} (1/2) ∣ \leq A α^{k} k!$ for some constant $A$ and $α < 2$ . We show that the median estimate of $μ = \int_{0}^{1} f (x) d x$ under random line…