The choice of a point set, to be used in numerical integration, determines, to a large extent, the error estimate of the integral. Point sets can be characterized by their discrepancy, which is a measure of their nonuniformity. Point sets with a discrepancy that is low with respect to the expected v
Monte Carlo gradient estimation in high dimensions
β Scribed by E. Patelli; H. J. Pradlwarter
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 235 KB
- Volume
- 81
- Category
- Article
- ISSN
- 0029-5981
- DOI
- 10.1002/nme.2687
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