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09/08/2023
Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy
Let f:[0,1]^d→ℝ be a completely monotone integrand as defined by Aistlei...
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08/15/2023
Gain coefficients for scrambled Halton points
Randomized quasi-Monte Carlo, via certain scramblings of digital nets, p...
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08/09/2022
Super-polynomial accuracy of multidimensional randomized nets using the median-of-means
We study approximate integration of a function f over [0,1]^s based on t...
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11/24/2021
Super-polynomial accuracy of one dimensional randomized nets using the median-of-means
Let f be analytic on [0,1] with |f^(k)(1/2)|≤ Aα^kk! for some constant A...
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10/13/2021
Where are the logs?
The commonly quoted error rates for QMC integration with an infinite low...
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06/19/2021
The nonzero gain coefficients of Sobol's sequences are always powers of two
When a plain Monte Carlo estimate on n samples has variance σ^2/n, then ...
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08/24/2018
L_p and almost sure convergence of estimation on heavy tail index under random censoring
In this paper, we prove L_p, p≥ 2 and almost sure convergence of tail in...
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08/03/2018