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math.NA 1

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2026 1

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UNVERDICTED 1

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Walk on spheres and Array-RQMC

math.NA · 2026-05-13 · unverdicted · novelty 7.0

Array-RQMC-WOS cuts Monte Carlo variance by 57-2290 times with empirical rates n^{-1.4} to n^{-1.8} and introduces a column-wise mean dimension to explain the gain.

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  • Walk on spheres and Array-RQMC math.NA · 2026-05-13 · unverdicted · none · ref 24

    Array-RQMC-WOS cuts Monte Carlo variance by 57-2290 times with empirical rates n^{-1.4} to n^{-1.8} and introduces a column-wise mean dimension to explain the gain.