On selection criteria for lattice rules and other quasi-Monte Carlo point sets

Christiane Lemieux and L’Ecuyer, Pierre

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 139-148

Abstract: We define new selection criteria for lattice rules for quasi-Monte Carlo integration. The criteria examine the projections of the lattice over subspaces of small or successive dimensions. Their computation exploits the dimension-stationarity of certain lattice rules, and of other low-discrepancy point sets sharing this property. Numerical results illustrate the usefulness of these new figures of merit.

Keywords: Monte Carlo; Lattice rules; Point sets; Quasi-Monte Carlo; Selection criteria (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:55:y:2001:i:1:p:139-148

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