Low discrepancy sequences in high dimensions: How well are their projections distributed?
By Xiaoqun Wang, Ian H. Sloan. 2008
80 citations recorded by the source corpus.
Subfields: Numerical Analysis, Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e1e9a138a01a88a1b760b716e51a2a7d98458007
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Numerical Analysis
- Jens Berg
- Kaj Nyström
- Frances Y. Kuo
- Stephen Joe
- Lester W. Mackey
- Alireza Doostan
- Mohammad Hadigol
- Jackson Gorham
In Statistical and Nonlinear Physics
- Mohammad Hadigol
- Lester W. Mackey
- Jens Berg
- Alireza Doostan
- Kaj Nyström
- Jackson Gorham
- G. Em Karniadakis
- Jian-Xun Wang
In Statistics and Probability
- Mohammad Hadigol
- Jackson Gorham
- Lester W. Mackey
- Jens Berg
- Alireza Doostan
- Kaj Nyström
- Qiang Liu
- Yang Song
Citations in the corpus
- Least squares polynomial chaos expansion: A review of sampling strategies (2017, methodology): “To alleviate the slow convergence rate of standard MC technique, especially for high-dimensional integrations in finance applications [120], researchers have proposed a deterministic version of the MC sampling method based on the low-discrepancy sequences [26] known as quasi-Monte Carlo (QMC)…”
- Constructing Sobol Sequences with Better Two-Dimensional Projections (2008, background): “See, for example, [25, 26, 27] and the papers cited therein for some recent literature on this topic.”
- Measuring Sample Quality with Stein's Method (2015, background): “49 and n − 1 for the i.i.d. and Sobol sequences accord with expected O (1 / √ n ) and O (1 /n ) bounds from the literature [28, 29].”
- A unified deep artificial neural network approach to partial differential equations in complex geometries (2017, background): “2 in [32], or [4, 35] and references therein.”