What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

Fred J. Hickernell

Research output: Chapter in book/report/conference proceedingConference proceedingpeer-review


Quasi-Monte Carlo quadrature methods have been used for several decades. Their accuracy ranges from excellent to poor, depending on the problem. This article discusses how quasi-Monte Carlo quadrature error can be assessed, and what are the factors that influence it.
Original languageEnglish
Title of host publicationMonte-Carlo and Quasi-Monte Carlo Methods 1998
Subtitle of host publicationProceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998
EditorsHarald Niederreiter, Jerome Spanier
PublisherSpringer Berlin Heidelberg
Number of pages40
ISBN (Electronic)9783642596575
ISBN (Print)9783540661764
Publication statusPublished - 20 Oct 1999
Externally publishedYes


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