Randomly Permuted (t,m,s)-Nets and (t, s)-Sequences
- Cite this paper as:
- Owen A.B. (1995) Randomly Permuted (t,m,s)-Nets and (t, s)-Sequences. In: Niederreiter H., Shiue P.JS. (eds) Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Lecture Notes in Statistics, vol 106. Springer, New York, NY
This article presents a hybrid of Monte Carlo and Quasi-Monte Carlo methods. In this hybrid, certain low discrepancy point sets and sequences due to Faure, Niederreiter and Sobol’ are obtained and their digits are randomly permuted. Since this randomization preserves the equidistribution properties of the points it also preserves the proven bounds on their quadrature errors. The accuracy of an estimated integrand can be assessed by replication, consisting of independent re-randomizations.
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