{"id":"https://openalex.org/W4391382084","doi":"https://doi.org/10.1109/wsc60868.2023.10408613","title":"Confidence Intervals for Randomized Quasi-Monte Carlo Estimators","display_name":"Confidence Intervals for Randomized Quasi-Monte Carlo Estimators","publication_year":2023,"publication_date":"2023-12-10","ids":{"openalex":"https://openalex.org/W4391382084","doi":"https://doi.org/10.1109/wsc60868.2023.10408613"},"language":"en","primary_location":{"id":"doi:10.1109/wsc60868.2023.10408613","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc60868.2023.10408613","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://inria.hal.science/hal-04088085/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091510633","display_name":"Pierre L\u2019Ecuyer","orcid":"https://orcid.org/0000-0002-3184-0796"},"institutions":[{"id":"https://openalex.org/I70931966","display_name":"Universit\u00e9 de Montr\u00e9al","ror":"https://ror.org/0161xgx34","country_code":"CA","type":"education","lineage":["https://openalex.org/I70931966"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Pierre L\u2019Ecuyer","raw_affiliation_strings":["Université de Montréal,DIRO,Montréal,QC,Canada,H3C 3J7"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Université de Montréal,DIRO,Montréal,QC,Canada,H3C 3J7","institution_ids":["https://openalex.org/I70931966"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001888075","display_name":"Marvin K. Nakayama","orcid":"https://orcid.org/0000-0003-1503-373X"},"institutions":[{"id":"https://openalex.org/I118118575","display_name":"New Jersey Institute of Technology","ror":"https://ror.org/05e74xb87","country_code":"US","type":"education","lineage":["https://openalex.org/I118118575"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Marvin K. Nakayama","raw_affiliation_strings":["New Jersey Institute of Technology,Computer Science Department,Newark,NJ,USA,07102"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"New Jersey Institute of Technology,Computer Science Department,Newark,NJ,USA,07102","institution_ids":["https://openalex.org/I118118575"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035543011","display_name":"Art B. Owen","orcid":"https://orcid.org/0000-0001-5860-3945"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Art B. Owen","raw_affiliation_strings":["Stanford University,Department of Statistics,Stanford,CA,USA","Department of Statistics, Stanford University, Stanford, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Stanford University,Department of Statistics,Stanford,CA,USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Department of Statistics, Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079962386","display_name":"Bruno Tuffin","orcid":"https://orcid.org/0000-0001-9415-1130"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I2802519937","display_name":"Institut de Recherche en Informatique et Syst\u00e8mes Al\u00e9atoires","ror":"https://ror.org/00myn0z94","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I205703379","https://openalex.org/I2802204017","https://openalex.org/I2802519937","https://openalex.org/I28221208","https://openalex.org/I4210127572","https://openalex.org/I4210159245","https://openalex.org/I56067802"]},{"id":"https://openalex.org/I56067802","display_name":"Universit\u00e9 de Rennes","ror":"https://ror.org/015m7wh34","country_code":"FR","type":"education","lineage":["https://openalex.org/I56067802"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bruno Tuffin","raw_affiliation_strings":["Univ Rennes, CNRS, IRISA,Inria,Rennes,France,35042"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Univ Rennes, CNRS, IRISA,Inria,Rennes,France,35042","institution_ids":["https://openalex.org/I2802519937","https://openalex.org/I56067802","https://openalex.org/I1294671590"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.1921,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.86748529,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"445","last_page":"456"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7101410627365112},{"id":"https://openalex.org/keywords/confidence-interval","display_name":"Confidence interval","score":0.707824170589447},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6415579319000244},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.6249073147773743},{"id":"https://openalex.org/keywords/cdf-based-nonparametric-confidence-interval","display_name":"CDF-based nonparametric confidence interval","score":0.5317206382751465},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.49860191345214844},{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.4827577471733093},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.4556882083415985},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.44277721643447876},{"id":"https://openalex.org/keywords/central-limit-theorem","display_name":"Central limit theorem","score":0.41023772954940796},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3353808522224426},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.27468717098236084},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.1812797486782074}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7101410627365112},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.707824170589447},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6415579319000244},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6249073147773743},{"id":"https://openalex.org/C42468098","wikidata":"https://www.wikidata.org/wiki/Q5009921","display_name":"CDF-based nonparametric confidence interval","level":3,"score":0.5317206382751465},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49860191345214844},{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.4827577471733093},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.4556882083415985},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.44277721643447876},{"id":"https://openalex.org/C166785042","wikidata":"https://www.wikidata.org/wiki/Q190391","display_name":"Central limit theorem","level":2,"score":0.41023772954940796},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3353808522224426},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.27468717098236084},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.1812797486782074}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/wsc60868.2023.10408613","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc60868.2023.10408613","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 Winter Simulation Conference (WSC)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-04088085v1","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-04088085","pdf_url":"https://inria.hal.science/hal-04088085/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Winter Simulation Conference","raw_type":"info:eu-repo/semantics/conferenceObject"},{"id":"pmh:oai:HAL:hal-04765316v1","is_oa":true,"landing_page_url":"https://hal.science/hal-04765316","pdf_url":"https://hal.science/hal-04765316v1/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2024 - 13\u00e8me Atelier en \u00c9valuation des Performances, Dec 2024, Toulouse, France. pp.1-1","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-04088085v1","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-04088085","pdf_url":"https://inria.hal.science/hal-04088085/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Winter Simulation Conference","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2845053451","display_name":"Randomized quasi-Monte Carlo sampling for scientific computing","funder_award_id":"2152780","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2980479518","display_name":null,"funder_award_id":"RGPIN-2018","funder_id":"https://openalex.org/F4320334593","funder_display_name":"Natural Sciences and Engineering Research Council of Canada"},{"id":"https://openalex.org/G7538824096","display_name":null,"funder_award_id":"IIS-1837931","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7557984337","display_name":null,"funder_award_id":"DMS-2152780","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320334593","display_name":"Natural Sciences and Engineering Research Council of Canada","ror":"https://ror.org/01h531d29"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391382084.pdf","grobid_xml":"https://content.openalex.org/works/W4391382084.grobid-xml"},"referenced_works_count":39,"referenced_works":["https://openalex.org/W87152119","https://openalex.org/W163969975","https://openalex.org/W598051755","https://openalex.org/W1533955387","https://openalex.org/W1964404845","https://openalex.org/W1965440168","https://openalex.org/W1969489635","https://openalex.org/W1981743146","https://openalex.org/W1986595758","https://openalex.org/W1995945562","https://openalex.org/W2007240407","https://openalex.org/W2016770622","https://openalex.org/W2022702355","https://openalex.org/W2023711160","https://openalex.org/W2026465639","https://openalex.org/W2031141876","https://openalex.org/W2043415670","https://openalex.org/W2063621797","https://openalex.org/W2067876974","https://openalex.org/W2079884250","https://openalex.org/W2083253722","https://openalex.org/W2090893802","https://openalex.org/W2109354248","https://openalex.org/W2165254608","https://openalex.org/W2228579993","https://openalex.org/W2398934262","https://openalex.org/W2419413087","https://openalex.org/W2807940212","https://openalex.org/W3016476248","https://openalex.org/W3115102375","https://openalex.org/W3157958139","https://openalex.org/W4226148949","https://openalex.org/W4230173782","https://openalex.org/W4232378240","https://openalex.org/W4244041218","https://openalex.org/W4286758941","https://openalex.org/W4300580367","https://openalex.org/W6799538298","https://openalex.org/W6850117033"],"related_works":["https://openalex.org/W4243114048","https://openalex.org/W2529605301","https://openalex.org/W4237896776","https://openalex.org/W4231665652","https://openalex.org/W2609635240","https://openalex.org/W1964404845","https://openalex.org/W1998637118","https://openalex.org/W2133066360","https://openalex.org/W2918182042","https://openalex.org/W2969593260"],"abstract_inverted_index":{"Randomized":[0],"Quasi-Monte":[1],"Carlo":[2,19],"(RQMC)":[3],"methods":[4,95],"provide":[5],"unbiased":[6],"estimators":[7],"whose":[8],"variance":[9,70],"often":[10],"converges":[11],"at":[12],"a":[13,21,38,62,73,79,105],"faster":[14],"rate":[15],"than":[16,125],"standard":[17,74,88],"Monte":[18],"as":[20],"function":[22],"of":[23,65,108],"the":[24,35,44,58,69,87,102,118,127,132],"sample":[25],"size.":[26],"However,":[27],"computing":[28],"valid":[29],"confidence":[30,75,99],"intervals":[31,100,115],"is":[32,55,113],"challenging":[33],"because":[34],"observations":[36],"from":[37,136],"single":[39],"randomization":[40],"are":[41,122],"dependent":[42],"and":[43,71,92],"central":[45],"limit":[46],"theorem":[47],"does":[48],"not":[49],"ordinarily":[50],"apply.":[51],"A":[52],"natural":[53],"solution":[54],"to":[56,67],"replicate":[57],"RQMC":[59],"process":[60],"independently":[61],"small":[63],"number":[64,107],"times":[66],"estimate":[68],"use":[72],"interval":[76],"based":[77,116],"on":[78,117,131],"normal":[80],"or":[81],"Student":[82,89,119],"t":[83,90,120,129],"distribution.":[84],"We":[85],"investigate":[86],"approach":[91],"two":[93],"bootstrap":[94,128],"for":[96,101],"getting":[97],"nonparametric":[98],"mean":[103],"using":[104],"modest":[106],"replicates.":[109],"Our":[110],"main":[111],"conclusion":[112],"that":[114],"distribution":[121],"more":[123],"reliable":[124],"even":[126],"method":[130],"integration":[133],"problems":[134],"arising":[135],"RQMC.":[137]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2}],"updated_date":"2026-07-08T08:33:18.762332","created_date":"2025-10-10T00:00:00"}