Results 221 to 230 of about 12,230 (257)

On quasi-Monte Carlo integrations

Mathematics and Computers in Simulation, 1998
Relations between Monte Carlo and quasi-Monte Carlo methods are analysed from both theoretical and practical points of view with special emphasis on high-dimensional integration.
exaly   +2 more sources

Quasi-Monte Carlo Integration

Journal of Computational Physics, 1995
Monte Carlo methods for multidimensional integration using random (pseudo-random) and quasi-random nodes are compared both through error analysis and extensive numerical computations. Known error expressions in terms of variance, discrepancy and variation are reviewed, and the expected advantages of some quasi-random nodes (Halton, Sobol', Faure) of ...
Morokoff, William J.   +1 more
openaire   +1 more source

Monte Carlo, Quasi-Monte Carlo, and Randomized Quasi-Monte Carlo

2000
This paper surveys recent research on using Monte Carlo techniques to improve quasi-Monte Carlo techniques. Randomized quasi-Monte Carlo methods provide a basis for error estimation. They have, in the special case of scrambled nets, also been observed to improve accuracy.
openaire   +1 more source

Grid-based Quasi-Monte Carlo Applications

Monte Carlo Methods and Applications, 2005
Summary: We extend the techniques used in grid-based Monte Carlo applications to grid-based quasi-Monte Carlo applications. These techniques include an \(N\)-out-of-\(M\) strategy for efficiently scheduling subtasks on the grid, lightweight checkpointing for grid subtask status recovery, a partial result validation scheme to verify the correctness of ...
Yaohang Li, Michael Mascagni
openaire   +1 more source

On Monte Carlo and Quasi-Monte Carlo for Matrix Computations

2018
This paper focuses on minimizing further the communications in Monte Carlo methods for Linear Algebra and thus improving the overall performance. The focus is on producing set of small number of covering Markov chains which are much longer that the usually produced ones.
Vassil Alexandrov 0001   +5 more
openaire   +1 more source

Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches

Jahrbücher für Nationalökonomie und Statistik, 1999
Zusammenfassung Monte Carlo Methoden haben sich auf vielen Gebieten der Statistik und Ökonometrie als wertvolles Instrument erwiesen. Die übliche Verwendung von Pseudozufallszahlen führt dazu, daß der Zusammenhang zwischen einem allgemeinen Zufallsbegriff und der Anwendung in Monte Carlo Verfahren eher ein lockerer ist.
Peter Winker, Kai-Tai Fang
openaire   +1 more source

Quasi-Monte Carlo

2004
This chapter discusses alternatives to Monte Carlo simulation known as quasi-Monte Carlo or low-discrepancy methods. These methods differ from ordinary Monte Carlo in that they make no attempt to mimic randomness. Indeed, they seek to increase accuracy specifically by generating points that are too evenly distributed to be random.
openaire   +1 more source

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