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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…
math.NA2024
Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
Michael Gnewuch, Peter Kritzer, Art B. Owen +1
Let be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points hav…