On the asymptotic distribution of scrambled net quadrature
By Wei-Liem Loh. 2003
58 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Numerical Analysis, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/72c6362647d605093419f53a5e48a41aefccc1b9
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
- Josef Dick
- Friedrich Pillichshammer
- Christiane Lemieux
- Art B. Owen
- Fred J. Hickernell
- Rasmus Waagepetersen
- Dirk Nuyens
- Frank Bretz
In Numerical Analysis
- Christiane Lemieux
- Friedrich Pillichshammer
- Josef Dick
- Art B. Owen
- Fred J. Hickernell
- Rasmus Waagepetersen
- Chris J. Oates
- Mark A. Girolami
In Statistics and Probability
- Christiane Lemieux
- Art B. Owen
- Friedrich Pillichshammer
- Josef Dick
- Fred J. Hickernell
- Rasmus Waagepetersen
- Csaba Szepesvari
- Zhiqiang Tan
Citations in the corpus
- Control variates for quasi-Monte Carlo (2005, background): “In the case of scrambled nets, the central limit theorem of Loh (2003) gives reason to suppose that a multivariate Gaussian distribution would be a good approximation.”
- Discrepancy Theory and Quasi-Monte Carlo Integration (2014, unknown): “Further, Loh [69] even proved a central limit theorem for Owen scrambled (0,m, s) nets.”
- Estimating functions for inhomogeneous spatial point processes with incomplete covariate data (2008, background): “theorem is currently not available in the case of a randomly translated lattice whereas Loh (2003) establishes a central limit theorem for scrambled nets.”
- Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration (2010, background): “Of particular interest in this context is also the result by Loh [156], who shows that a central limit theorem holds for the estimate Î(f) for which the quadrature points are based on a scrambled (0,m, s)-net.”