메뉴 건너뛰기




Volumn 25, Issue 4, 1997, Pages 1541-1562

Scrambled net variance for integrals of smooth functions

Author keywords

Integration; Latin hypercube; Multiresolution; Orthogonal array sampling; Quasi Monte Carlo; Wavelets

Indexed keywords


EID: 0031509503     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031594731     Document Type: Article
Times cited : (231)

References (20)
  • 2
    • 0001368656 scopus 로고
    • The jackknife estimate of variance
    • EFRON, B. and STEIN, C. (1981). The jackknife estimate of variance. Ann. Statist. 9 586-596.
    • (1981) Ann. Statist. , vol.9 , pp. 586-596
    • Efron, B.1    Stein, C.2
  • 3
    • 0013448247 scopus 로고
    • Testing multidimensional integration routines
    • (B. Ford, J. C. Rault and F. Thomasset, eds.). North Holland, Amsterdam
    • GENZ, A. (1994). Testing multidimensional integration routines. In Tools, Methods and Languages for Scientific and Engineering Computation (B. Ford, J. C. Rault and F. Thomasset, eds.) 81-94. North Holland, Amsterdam.
    • (1994) Tools, Methods and Languages for Scientific and Engineering Computation , pp. 81-94
    • Genz, A.1
  • 6
    • 0028496320 scopus 로고
    • An overview of wavelet based multiresolution analyses
    • JAWERTH, B. and SWELDENS, W. (1994). An overview of wavelet based multiresolution analyses. SIAM Review 30 377-412.
    • (1994) SIAM Review , vol.30 , pp. 377-412
    • Jawerth, B.1    Sweldens, W.2
  • 8
    • 0001563525 scopus 로고
    • Quasi-random sequences and their discrepancies
    • MOROKOFF, W. J. and CAFLISCH, R. E. (1994). Quasi-random sequences and their discrepancies. SIAM J. Sci. Comput. 15 1251-1279.
    • (1994) SIAM J. Sci. Comput. , vol.15 , pp. 1251-1279
    • Morokoff, W.J.1    Caflisch, R.E.2
  • 10
    • 85029970888 scopus 로고
    • Low discrepancy sequences obtained from global function fields
    • Cambridge Univ. Press
    • NIEDERREITER, H. and XING, C. (1995). Low discrepancy sequences obtained from global function fields. In Finite Fields and Applications 241-273. Cambridge Univ. Press.
    • (1995) Finite Fields and Applications , pp. 241-273
    • Niederreiter, H.1    Xing, C.2
  • 11
    • 0000444881 scopus 로고
    • Orthogonal arrays for computer experiments, integration and visualization
    • OWEN, A. B. (1992). Orthogonal arrays for computer experiments, integration and visualization. Statist. Sinica 2 439-452.
    • (1992) Statist. Sinica , vol.2 , pp. 439-452
    • Owen, A.B.1
  • 12
    • 0001491057 scopus 로고
    • Randomly permuted (t, m, s)-nets and (t, s)-sequences
    • (H. Niederreiter and J.-S. Shiue, eds.). Springer, New York
    • OWEN, A. B. (1995). Randomly permuted (t, m, s)-nets and (t, s)-sequences. In Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (H. Niederreiter and J.-S. Shiue, eds.) 299-317. Springer, New York.
    • (1995) Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing , pp. 299-317
    • Owen, A.B.1
  • 13
    • 0013036522 scopus 로고    scopus 로고
    • Monte Carlo variance of scrambled net quadrature
    • To appear
    • OWEN, A. B. (1997). Monte Carlo variance of scrambled net quadrature. SIAM J. Numer. Anal. 34. To appear.
    • (1997) SIAM J. Numer. Anal. , vol.34
    • Owen, A.B.1
  • 14
    • 0000429866 scopus 로고
    • Average case complexity of multivariate integration for smooth functions
    • PASKOV, S. H. (1993). Average case complexity of multivariate integration for smooth functions. J. Complexity 9 291-312.
    • (1993) J. Complexity , vol.9 , pp. 291-312
    • Paskov, S.H.1
  • 16
    • 0001724173 scopus 로고
    • On multivariate integration for stochastic processes
    • (H. Brass and G. Hämmerlin, eds.). Birkhäuser, Basel
    • RITTER, K., WASILKOWSKI, G. W. and WOŹNIAKOWSKI, H. (1993). On multivariate integration for stochastic processes. In Numerical Integration (H. Brass and G. Hämmerlin, eds.) 112 331-347. Birkhäuser, Basel.
    • (1993) Numerical Integration , vol.112 , pp. 331-347
    • Ritter, K.1    Wasilkowski, G.W.2    Woźniakowski, H.3
  • 18
    • 84967708645 scopus 로고
    • Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure
    • WASILKOWSKI, G. W. (1993). Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure. Bull. Amer. Math. Soc. 28 308-314. [Full version (1994) J. Approx. Theory 77 212-227.]
    • (1993) Bull. Amer. Math. Soc. , vol.28 , pp. 308-314
    • Wasilkowski, G.W.1
  • 19
    • 0001337901 scopus 로고
    • Full version
    • WASILKOWSKI, G. W. (1993). Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure. Bull. Amer. Math. Soc. 28 308-314. [Full version (1994) J. Approx. Theory 77 212-227.]
    • (1994) J. Approx. Theory , vol.77 , pp. 212-227
  • 20
    • 84967790439 scopus 로고
    • Average case complexity of multivariate integration
    • WOŹNIAKOWSKI, H. (1991). Average case complexity of multivariate integration. Bull. Amer. Math. Soc. 24 185-194.
    • (1991) Bull. Amer. Math. Soc. , vol.24 , pp. 185-194
    • Woźniakowski, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.