On selection criteria for lattice rules and other quasi-Monte Carlo point sets

被引：21

作者：

Lemieux, C ^{[1
]}

L'Ecuyer, P ^{[1
]}

机构：

[1] Univ Montreal, Dept Informat & Rech Operat, Montreal, PQ H3C 3J7, Canada

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 2001年 / 55卷 / 1-3期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Monte Carlo; lattice rules; point sets; quasi-Monte Carlo; selection criteria;

D O I：

10.1016/S0378-4754(00)00254-8

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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. (C) 2001 IMBCS. Published by Elsevier Science B.V. All rights reserved.

引用

页码：139 / 148

页数：10

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