We prove that a class of randomized integration methods, including averages based on $(t,d)$-sequences, Latin hypercube sampling, Frolov points as well as Cranley-Patterson rotations, consistently estimates expectations of integrable functions. Consistency here refers to convergence in mean and/or convergence in probability of the estimator to the integral of interest. Moreover, we suggest median modified methods and show for integrands in $L^p$ with $p>1$ consistency in terms of almost sure convergence
Multilevel randomized quasi-Monte Carlo estimator for nested integration
RWTH Aachen University(亚琛工业大学);King Abdullah University of Science & Technology (KAUST)(阿卜杜拉国王科技大学);University of Nottingham(诺丁汉大学);Karlsruhe Institute of Technology(卡尔斯鲁厄理工学院)
Double-loop randomized quasi-Monte Carlo estimator for nested integration
RWTH Aachen University(亚琛工业大学);King Abdullah University of Science & Technology (KAUST)(阿卜杜拉国王科技大学);University of Nottingham(诺丁汉大学);Karlsruhe Institute of Technology(卡尔斯鲁厄理工学院)
Second-order consistency for learning chaotic dynamics via randomized Jacobian matching
Department of Computer Science and Software Engineering, Korea University(韩国大学计算机科学与软件工程系);Department of Aerospace Engineering and Engineering Mechanics, The Oden Institute for Computational Engineering and Sciences, The University of Texas at Austin(德克萨斯大学奥斯汀分校航空航天工程与工程力学系,奥登计算工程与科学研究所)
Quasi-Monte Carlo confidence intervals using quantiles of randomized nets
Johann Radon Institute for Computational and Applied Mathematics, ÖAW(约翰·拉多纳计算与应用数学研究所,奥地利科学院);Institute of Fundamental and Transdisciplinary Research, Zhejiang University(浙江大学基础与交叉研究学院)
Dimension-independent convergence rates of randomized nets using median-of-means
Johann Radon Institute for Computational and Applied Mathematics, ÖAW(约翰·拉登计算与应用数学研究所,奥地利科学院);Institute of Fundamental and Transdisciplinary Research, Zhejiang University(浙江大学基础与跨学科研究院)
The effect of quadrature rules on finite element solutions of Maxwell variational problems. Consistency estimates on meshes with straight and curved elements