%0 Journal Article
%T Fast orthogonal transforms for multi-level quasi-Monte Carlo integration
%A Christian Irrgeher
%A Gunther Leobacher
%J Mathematics
%D 2015
%I arXiv
%X We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency of quasi-Monte Carlo.
%U http://arxiv.org/abs/1508.02162v1