What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

Fred J. Hickernell

doi:10.1007/978-3-642-59657-5_2

What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

Fred J. Hickernell

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

Abstract

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 language	English
Title of host publication	Monte-Carlo and Quasi-Monte Carlo Methods 1998
Subtitle of host publication	Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998
Editors	Harald Niederreiter, Jerome Spanier
Publisher	Springer Berlin Heidelberg
Pages	16-55
Number of pages	40
Edition	1
ISBN (Electronic)	9783642596575
ISBN (Print)	9783540661764
DOIs	https://doi.org/10.1007/978-3-642-59657-5_2
Publication status	Published - 20 Oct 1999
Externally published	Yes

Access to Document

10.1007/978-3-642-59657-5_2

Cite this

Hickernell, F. J. (1999). What Affects the Accuracy of Quasi-Monte Carlo Quadrature? In H. Niederreiter, & J. Spanier (Eds.), Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998 (1 ed., pp. 16-55). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-59657-5_2

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title = "What Affects the Accuracy of Quasi-Monte Carlo Quadrature?",

abstract = "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.",

author = "Hickernell, {Fred J.}",

note = "Funding information: This research was partially supported by Hong Kong Research Grants Council grant RGC/97–98/47 and Hong Kong Baptist University grant FRG/96–97/II-67. Publisher copyright: {\textcopyright} 2000 Springer-Verlag Berlin Heidelberg",

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day = "20",

doi = "10.1007/978-3-642-59657-5_2",

language = "English",

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publisher = "Springer Berlin Heidelberg",

edition = "1",

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Hickernell, FJ 1999, What Affects the Accuracy of Quasi-Monte Carlo Quadrature? in H Niederreiter & J Spanier (eds), Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998. 1 edn, Springer Berlin Heidelberg, pp. 16-55. https://doi.org/10.1007/978-3-642-59657-5_2

What Affects the Accuracy of Quasi-Monte Carlo Quadrature? / Hickernell, Fred J.
Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998. ed. / Harald Niederreiter; Jerome Spanier. 1. ed. Springer Berlin Heidelberg, 1999. p. 16-55.

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review