On the use of low discrepancy sequences in Monte Carlo methods (Q3123977): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of low discrepancy sequences in Monte Carlo methods |
scientific article |
Statements
On the use of low discrepancy sequences in Monte Carlo methods (English)
0 references
18 August 1997
0 references
Monte Carlo integration
0 references
SQRT sequences
0 references
Sobol sequences
0 references
Faure sequences
0 references
quasi-Monte Carlo methods
0 references
low discrepancy sequences
0 references
variance reduction
0 references
convergence
0 references
Halton sequences
0 references
Niederreiter sequences
0 references
