A quasi-Monte Carlo Metropolis algorithm (Q5385856): Difference between revisions

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+Low discrepancy sequences for solving the Boltzmann equation
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+Multidimensional numerical integration using pseudorandom numbers
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+Antithetic coupling of two Gibbs sampler chains.
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+Scrambled net variance for integrals of smooth functions
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+A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
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+On quasi-Monte Carlo simulation of stochastic differential equations
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