Computational investigations of low-discrepancy point sets
The quasi-Monte Carlo method of integration offers an attractive solution to the problem of evaluating integrals in a large number of dimensions; however, the associated error bounds are difficult to obtain theoretically. Since these bounds are associated with the L2 discrepancy of the set of points used in the integration. Numerical calculations of the L2 discrepancy for several types of quasi-Monte Carlo formulae are presented.
Warnock, T. T.↗