𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Quasi-Monte Carlo methods with applications in

✍ Scribed by Pierre L’Ecuyer


Book ID
106235755
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
803 KB
Volume
13
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Quasi-Monte Carlo methods
✍ I.M. Soboĺ 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 357 KB
Some current issues in quasi-Monte Carlo
✍ Harald Niederreiter 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 122 KB

We briefly discuss the following issues in quasi-Monte Carlo methods: error bounds and error reduction, optimization of net constructions, and randomization and derandomization.

Adaptive Monte Carlo methods for matrix
✍ Yongzeng Lai 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 498 KB

This paper discusses empirical studies with both the adaptive correlated sequential sampling method and the adaptive importance sampling method which can be used in solving matrix and integral equations. Both methods achieve geometric convergence (provided the number of random walks per stage is lar