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Keyword

digital nets

Description: Digital nets are structured point sets used in quasi-Monte Carlo methods to approximate multivariate integrals with low discrepancy.
OpenAlex ID: keywords/digital-nets
Digital Nets and Sequences
2010 · Josef Dick, Friedrich Pillichshammer · Cambridge University Press eBooks · 684
High-dimensional integration: The quasi-Monte Carlo way
2013 · Josef Dick, Frances Y. Kuo, et al. · Acta Numerica · 614
Monte Carlo and Quasi-Monte Carlo Methods 2004
2006 · Niederreiter, Harald, Talay, Denis · Springer eBooks · 198
Quasi-Monte Carlo methods with applications in finance
2009 · Pierre L’Ecuyer · Finance and Stochastics · 138
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Variance with alternative scramblings of digital nets
2003 · Art B. Owen · ACM Transactions on Modeling and Computer Simulation · 103
Quasi-monte Carlo Methods for High-dimensional Integration: the Standard (weighted Hilbert Space) Setting and Beyond
2011 · F. Y. KUO, CH. SCHWAB, et al. · The ANZIAM Journal · 80
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Construction algorithms for polynomial lattice rules for multivariate integration
2005 · J. Dick, F. Kuo, et al. · Mathematics of Computation · 68
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Duality for digital nets and its applications
2001 · Harald Niederreiter, Gottlieb Pirsic · Acta Arithmetica · 67
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Constructions of (t,m,s) -nets and (t,s) -sequences
2005 · Harald Niederreiter · Finite Fields and Their Applications · 60
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Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
2011 · Jan Baldeaux, Josef Dick, et al. · Numerical Algorithms · 56
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Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
2003 · Christiane Lemieux, Pierre L'Ecuyer · SIAM Journal on Scientific Computing · 52
Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations
2016 · Josef Dick, Quoc T. Le Gia, et al. · SIAM/ASA Journal on Uncertainty Quantification · 50
MinT: A Database for Optimal Net Parameters
2006 · Rudolf Schürer, Wolfgang Ch. Schmid · Springer eBooks · 48
On Dropping the First Sobol’ Point
2022 · Art B. Owen · Springer proceedings in mathematics & statistics · 44
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Sums of distances to the nearest integer and the discrepancy of digital nets
2003 · G. Larcher, F. Pillichshammer · Acta Arithmetica · 38
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Polynomial Integration Lattices
2004 · Pierre L’Ecuyer · Springer eBooks · 35
Advanced stochastic approaches for Sobol’ sensitivity indices evaluation
2020 · Venelin Todorov, Ivan Dimov, et al. · Neural Computing and Applications · 34
On the mean square weighted L2discrepancy of randomized digital (t,m,s)-nets over Z2
2005 · Josef Dick, Friedrich Pillichshammer · Acta Arithmetica · 34
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The Algebraic-Geometry Approach to Low-Discrepancy Sequences
1998 · Harald Niederreiter, Chaoping Xing · Lecture notes in statistics · 33
On Quasi-Monte Carlo Rules Achieving Higher Order Convergence
2009 · Josef Dick · Springer eBooks · 31
Calculation of the Quality Parameter of Digital Nets and Application to Their Construction
2001 · Gottlieb Pirsic, Wolfgang Ch. Schmid · Journal of Complexity · 31
Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy
2005 · Josef Dick, Gunther Leobacher, et al. · SIAM Journal on Numerical Analysis · 29
Updated tables of parameters of (T, M, S)-nets
1999 · Andrew T. Clayman, K. Mark Lawrence, et al. · Journal of Combinatorial Designs · 29
Bounds for digital nets and sequences
1997 · Wolfgang Schmid, Reinhard Wolf · Acta Arithmetica · 25
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A Belgian View on Lattice Rules
2007 · Ronald Cools, Dirk Nuyens · Springer eBooks · 24
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Works count: 251
Citation count: 3,686
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