L’Ecuyer, Pierre (2010) A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract. In: 4th International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
In this talk we will summarize the main ideas and results on randomized quasi-Monte Carlo (RQMC) methods, discuss their practical aspects, and give several examples. RQMC methods provide unbiased estimators of a mathematical ex- pectation whose variance sometimes converge at a faster rate than with
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 09:02 |
| Last Modified: | 18 Apr 2026 04:32 |
| URI: | http://eprints.eai.eu/id/eprint/3204 |
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