Local antithetic sampling with scrambled nets Art

@inproceedings{Stanford2005LocalAS,
  title={Local antithetic sampling with scrambled nets Art},
  author={B. Owen Stanford},
  year={2005}
}
This paper introduces a hybrid of antithetic sampling and scrambled digital nets. Antithetic sampling typically affects the constant in the error rate, not always for the better. A form of local antithetic sampling, in conjunction with scrambled net sampling reduces the root mean squared error rate of scrambled net sampling from O(n ) to O(n ) in d dimensions. The method can also be viewed as a hybrid of scrambled nets with monomial cubature. Abbreviated title: Locally antithetic nets AMS 2000… CONTINUE READING
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