Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo

被引：0
|
作者：
Owen, AB [1 ]
机构：
[1] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
来源：
MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998 | 2000年
关键词：
D O I：
暂无
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
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. Finally through Latin supercube sampling it is possible to use Monte Carlo methods to ex-tend quasi-Monte Carlo methods to higher dimensional problems.
引用
收藏
页码：86 / 97
页数：12
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