Snyder, William C - In: Mathematics and Computers in Simulation (MATCOM) 54 (2000) 1, pp. 131-143
accurate results than a purely pseudorandom sequence. The improvement in accuracy depends on the number of dimensions and the … methods, the accuracy of a quasirandom simulation cannot be estimated using the sample variance of the evaluations or by … bootstrapping. The improvement in time-to-accuracy using quasirandom methods can be as large as several orders of magnitude, so even …