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The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets.
Ligia L. Cristea
Josef Dick
Gunther Leobacher
Friedrich Pillichshammer
Published in:
Numerische Mathematik (2007)
Keyphrases
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convergence rate
convergence speed
step size
learning algorithm
global convergence
learning rate
mutation operator
computational complexity
multi objective
worst case
particle swarm optimization
primal dual
numerical stability
faster convergence rate