Title of article :
On selection criteria for lattice rules and other quasi-Monte Carlo point sets Original Research Article
Author/Authors :
Christiane Lemieux، نويسنده , , Pierre L’Ecuyer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
We define new selection criteria for lattice rules for quasi-Monte Carlo integration. The criteria examine the projections of the lattice over subspaces of small or successive dimensions. Their computation exploits the dimension-stationarity of certain lattice rules, and of other low-discrepancy point sets sharing this property. Numerical results illustrate the usefulness of these new figures of merit.
Keywords :
Lattice rules , Monte Carlo , Point sets , selection criteria , Quasi-Monte Carlo
Journal title :
Mathematics and Computers in Simulation
Journal title :
Mathematics and Computers in Simulation