On a Central Limit Theorem and a Confidence Interval for Randomized Quasi-Monte Carlo Methods

Marvin Nakayama (1) , Bruno Tuffin (2)

1 NJIT - New Jersey Institute of Technology [Newark]
2 ERMINE - mEasuRing and ManagIng Network operation and Economic

Domaines: Recherche opérationnelle [math.OC]

Marvin Nakayama, Bruno Tuffin. On a Central Limit Theorem and a Confidence Interval for Randomized Quasi-Monte Carlo Methods. Stochastic Numerics and Statistical Learning: Theory and Applications Workshop, KAUST, May 2022, Djeddah, Saudi Arabia. pp.1-34. ⟨hal-03678150⟩