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• W2062016414 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 expectation whose variance sometimes converge at a faster rate than with standard Monte Carlo, as a function of the number of simulation runs. We will also discuss an RQMC variant specially designed for the simulation of Markov chains." @default.
• W2062016414 created "2016-06-24" @default.
• W2062016414 creator A5091510633 @default.
• W2062016414 date "2009-01-01" @default.
• W2062016414 modified "2023-10-15" @default.
• W2062016414 title "A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract" @default.
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• W2062016414 doi "https://doi.org/10.4108/icst.valuetools2009.7914" @default.
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