4 papers
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…
Beta-trees for testing multivariate goodness-of-fit and localizing deviations from a model
Valerie N. P. Ho, Guenther Walther
We introduce a novel goodness-of-fit (GOF) procedure based on Beta-tree partitions. A Beta-tree produces a data-adaptive partition of the sample space into regions and provides gua…
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…
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…