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Digital Nets and Sequences for Quasi-Monte Carlo Methods
Published 27 Jul 2022 in math.NA, cs.MS, and cs.NA | (2207.13802v1)
Abstract: Quasi-Monte Carlo methods are a way of improving the efficiency of Monte Carlo methods. Digital nets and sequences are one of the low discrepancy point sets used in quasi-Monte Carlo methods. This thesis presents the three new results pertaining to digital nets and sequences: implementing randomized digital nets, finding the distribution of the discrepancy of scrambled digital nets, and obtaining better quality of digital nets through evolutionary computation. Finally, applications of scrambled and non-scrambled digital nets are provided.
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