Introduces a double-loop randomized quasi-Monte Carlo estimator for nested integration and derives asymptotic error bounds for its bias and variance under stated regularity conditions.
Optimal Bayesian experimental design for priors of compact sup- port with application to shock-tube experiments for combustion kinetics
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Double-loop randomized quasi-Monte Carlo estimator for nested integration
Introduces a double-loop randomized quasi-Monte Carlo estimator for nested integration and derives asymptotic error bounds for its bias and variance under stated regularity conditions.