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Quasi-Monte Carlo method

Known as: QMC 
In numerical analysis, quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences… 
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Computational financeComputational physicsCurse of dimensionalityFeedback with Carry Shift Registers

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2010
2010
Higher Order Quasi‐Monte Carlo Methods: A Comparison
Quasi‐Monte Carlo is usually employed to speed up the convergence of Monte Carlo in approximating multivariate integrals. While… 
Review
2008
Review
2008
Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
Some computer graphics applications, such as architectural design, generate visually realistic images of computer models. This is… 
2008
2008
On Direct Simulation Quasi-Monte Carlo Methods
Equations derived from kinetic theory often express a desired quantity in terms of a probability density. For example, the Direct… 
2006
2006
Application of Quasi Monte Carlo Methods in Global Optimization
It has been recognized through theory and practice that uniformly distributed deterministic sequences provide more accurate… 
2003
2003
Nonlinear filtering with quasi-Monte Carlo methods
We describe a new hybrid particle filter that has two novel features: (1) it uses quasi-Monte Carlo samples rather than the… 
2000
2000
Asynchronous Quasi-Monte Carlo Methods
We present an asynchronous algorithm based on Quasi-Monte Carlo methods for the computation of multivari-ate integrals… 
1998
1998
Quasi-Monte Carlo Methods in Stochastic Simulations
Different stochastic simulation methods are used in order to check the robustness of the outcome of policy simulations with a… 
1997
1997
Neutron transport calculations using Quasi-Monte Carlo methods
This paper examines the use of quasirandom sequences of points in place of pseudorandom points in Monte Carlo neutron transport… 
1996
1996
Quasi-Monte Carlo methods in computer graphics
The problem of global illumination in computer graphics is described by a Fredholm integral equation of the second kind. Due to… 
1995
1995
The quasi-Monte Carlo method for regenerative simulation
We apply the quasi-Monte Carlo method to regenerative simulation. The motivation is from the problem of rational interpolation of… 
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