2 papers
stat.CO2026
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…
math.NA2025
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…