Sugita, Hiroshi - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 529-537
To reduce randomness drastically in Monte Carlo (MC) integration, we propose a pairwise independent sampling, the dynamic random Weyl sampling (DRWS). DRWS is applicable even if the length of random bits to generate a sample may vary. The algorithm of DRWS is so simple that it works very fast,...
