Title of article :
Discrepancy-based error estimates for Quasi-Monte Carlo I. General formalism Original Research Article
Author/Authors :
Jiri K. Hoogland، نويسنده , , Ronald Kleiss، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1996
Abstract :
We show how information on the uniformity properties of a point set employed in numerical multi-dimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non)uniformity for point sets, and derive explicit expressions for the various entities that enter in such an improved error estimate.
Journal title :
Computer Physics Communications
Journal title :
Computer Physics Communications