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A Tool for Custom Construction of QMC and RQMC Point Sets 

Godin, M.; Marion, P.; L'Ecuyer, P.; Puchhammer, F.Autoridad BCAM (2021)
We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomized quasi-Monte Carlo (RQMC) sampling over ...

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AuthorGodin, M. (1)L'Ecuyer, P. (1)Marion, P. (1)Puchhammer, F. (1)Subject
digital nets (1)
discrepancy (1)lattice rules (1)mathematical software (1)multidimensional integration (1)
quasi-Monte Carlo (1)
Sobol sequence (1)... másFecha2021 (1)

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