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 designed to give better estimates than plain Monte Carlo me…
math.NA2026
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…
math.NA2026
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…