Abstract
In a recent paper Christiane Lemieux analyzed pairwise negative dependence property of sampling schemes. Using it she showed that scrambled (0,m,2)-nets lead to randomized quasi-Monte Carlo estimators with variance no larger than the variance of Monte Carlo estimators for functions monotone in each variable. We establish that the same result holds in arbitrary dimension for a specific randomized point set based on rank-1 lattices and show that the details of the randomization are crucial for the property to hold.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
