Quasi-monte Carlo Sampling By

  title={Quasi-monte Carlo Sampling By},
  author={Carlo Samplingby and Art B. Owen},
In Monte Carlo (MC) sampling the sample averages of random quantities are used to estimate the corresponding expectations. The justification is through the law of large numbers. In quasi-Monte Carlo (QMC) sampling we are able to get a law of large numbers with deterministic inputs instead of random ones. Naturally we seek deterministic inputs that make the answer converge as quickly as possible. In particular it is common for QMC to produce much more accurate answers than MC does. Keller [19… CONTINUE READING
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