1st PRIMA Congress (PRIMA2009) location:Sydney, Australia date:6-10 July 2009
While quasi-Monte Carlo methods can give you better performance than the
O(N^(-1/2)) of Monte Carlo methods, typically one is happy with O(N^(-1)).
Using different techniques, amongst which is periodization of the integrand,
one is able to increase the order of convergence to O(N^(-a)), a > 1.
This talks addresses the question when it is useful to periodize the integrand.