Improving the rejection sampling method in quasi-Monte Carlo methods

Journal of Computational and Applied Mathematics

Volumn 114, Issue 2, 2000, Pages 231-246

  Wang, Xiaoqun ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

65C05; 65D30; Low discrepancy sequences* Monte Carlo methods; Numerical integration; Quasi Monte Carlo methods; Rejection sampling

Indexed keywords

FUNCTIONS; INTEGRATION;

QUASI-MONTE CARLO METHODS; REJECTION SAMPLING;

MONTE CARLO METHODS;

EID: 0033907972     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(99)00194-6     Document Type: Article

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