Search Results for author: Jaspar Wiart

Found 2 papers, 2 papers with code

Walsh functions, scrambled $(0,m,s)$-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration

1 code implementation • 11 Jun 2020 • Jaspar Wiart, Elaine Wong

We investigate base $b$ Walsh functions for which the variance of the integral estimator based on a scrambled $(0, m, s)$-net in base $b$ is less than or equal to that of the Monte-Carlo estimator based on the same number of points.

Numerical Analysis Numerical Analysis Symbolic Computation

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On the dependence structure and quality of scrambled (t,m,s)-nets

1 code implementation • 23 Mar 2019 • Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong

In this paper we develop a framework to study the dependence structure of scrambled point sets, with a focus on scrambled digital $(t, m, s)$-nets.

Probability

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