A review of discrepancy bounds for (t,s) and (t,e,s)-sequences with numerical comparisons

Abstract : In this paper we review recent discrepancy bounds for (t, s)-sequences and other low-discrepancy sequences. We then provide numerical comparisons of these bounds for various combinations of dimension and number of points. In some cases, we compare different bounds for the same type of construction, and in other cases, we compare the best bounds across different constructions.
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Communication dans un congrès
Ninth IMACS Seminar on Monte Carlo Methods , Jul 2013, Annecy-le-Vieux, France. ELSEVIER SCIENCE BV, 135 (SI), pp.63 - 71, 2017, 〈http://www.lama.univ-savoie.fr/IMACS2013/〉. 〈10.1016/j.matcom.2014.08.006〉
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https://hal.archives-ouvertes.fr/hal-01587537
Contributeur : Aigle I2m <>
Soumis le : jeudi 14 septembre 2017 - 12:37:43
Dernière modification le : jeudi 28 septembre 2017 - 11:13:09

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Henri Faure, Christiane Lemieux. A review of discrepancy bounds for (t,s) and (t,e,s)-sequences with numerical comparisons. Ninth IMACS Seminar on Monte Carlo Methods , Jul 2013, Annecy-le-Vieux, France. ELSEVIER SCIENCE BV, 135 (SI), pp.63 - 71, 2017, 〈http://www.lama.univ-savoie.fr/IMACS2013/〉. 〈10.1016/j.matcom.2014.08.006〉. 〈hal-01587537〉

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