Title :
Monte Carlo extension of quasi-Monte Carlo
Author_Institution :
Dept. of Stat., Stanford Univ., CA, USA
Abstract :
The paper surveys recent research on using Monte Carlo techniques to improve quasi-Monte Carlo techniques. Randomized quasi-Monte Carlo methods provide a basis for error estimation. They have, in the special case of scrambled nets, also been observed to improve accuracy. Finally, through Latin supercube sampling it is possible to use Monte Carlo methods to extend quasi-Monte Carlo methods to higher dimensional problems
Keywords :
Monte Carlo methods; random processes; sampling methods; simulation; Latin supercube sampling; Monte Carlo extension; Monte Carlo techniques; error estimation; higher dimensional problems; quasi-Monte Carlo techniques; randomized quasi-Monte Carlo methods; scrambled nets; Analysis of variance; Art; Computational modeling; Error analysis; Hypercubes; Input variables; Measurement standards; Monte Carlo methods; Sampling methods; Statistics;
Conference_Titel :
Simulation Conference Proceedings, 1998. Winter
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-5133-9
DOI :
10.1109/WSC.1998.745036
