Error in Monte Carlo, quasi-error in Quasi-Monte Carlo

Details Error in Monte Carlo, quasi-error in Quasi-Monte Carlo Error in Monte Carlo, quasi-error in Quasi-Monte Carlo

2005-04-12

arxiv.org/abs/hep-ph/0504085v1

Comput.Phys.Commun. 175 (2006) 93-115

Physics

High Energy Physics

High Energy Physics - Phenomenology

41 pages, 19 figures

Scientific paper

10.1016/j.cpc.2006.02.001

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account for the error improvement advertised by the Quasi-Monte Carlo method. We advocate the construction of an estimator of stochastic nature, based on the ensemble of pointsets with a particular discrepancy value. We investigate the consequences of this choice and give some first empirical results on the suggested estimators.

Affiliated with

Also associated with

No associations

Rating

Error in Monte Carlo, quasi-error in Quasi-Monte Carlo does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Error in Monte Carlo, quasi-error in Quasi-Monte Carlo, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Error in Monte Carlo, quasi-error in Quasi-Monte Carlo will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-350366