Median randomized quasi-Monte Carlo for nested integration

Arved Bartuska, Yang Liu, Raúl Tempone

Nested integrals $\int f\left(\int g(\mathbf{y},\mathbf{x})\mathrm{d}\mathbf{x}\right)\mathrm{d}\mathbf{y}$ where $\mathbf{y}\in [0,1{]}^{d_1}$ and $\boldsymbo…