Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples

@article{Spanier1994QuasiRandomMF,
  title={Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples},
  author={Jerome Spanier and Earl H. Maize},
  journal={SIAM Review},
  year={1994},
  volume={36},
  pages={18-44}
}
Much of the recent work dealing with quasi-random methods has been aimed at establishing the best possible asymptotic rates of convergence to zero of the error resulting when a finite-dimensional integral is replaced by a finite sum of integrand values. In contrast with this perspective to concentrate on asymptotic convergence rates, this paper emphasizes quasi-random methods that are effective for all sample sizes. Throughout the paper, the problem of estimating finite-dimensional integrals is… CONTINUE READING
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