## Randomized Quasi-Monte Carlo: An Introduction for Practitioners

- Pierre L’Ecuyer
- 2017

In Markov chain Monte Carlo (MCMC) sampling considerable thought goes into constructing random transitions. But those transitions are almost always driven by a simulated IID sequence. Recently it has been shown that replacing an IID sequence by a weakly completely uniformly distributed (WCUD) sequence leads to consistent estimation in finite state spaces… (More)