4. Recent advances in higher order quasi-Monte Carlo methods
4. Recent advances in higher order quasi-Monte Carlo methods
In this article, we review some of the recent results on higher order quasi- Monte Carlo (HoQMC) methods. After a seminal work by Dick (2007, 2008) who originally introduced the concept of HoQMC, there has been significant theoretical progress on HoQMC in terms of discrepancy as well as multivariate numerical …