Title of article
Error reduction techniques in quasi-monte carlo integration
Author/Authors
M. and ضkten، نويسنده , , G.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
9
From page
61
To page
69
Abstract
A generalized quasi-Monte Carlo integration rule is introduced. A Koksma-Hlawka type inequality for the rule is proved, using a recently introduced concept “bounded variation in the measure sense”. Error reduction techniques and, in particular, “importance sampling” are studied as the consequences of the integration rule. © 1999 Elsevier Science Ltd. All rights reserved.
Keywords
Quasi-Monte Carlo integration , Koksma-Hlawka inequality , importance sampling
Journal title
Mathematical and Computer Modelling
Serial Year
1999
Journal title
Mathematical and Computer Modelling
Record number
1591472
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