Quasi-Monte Carlo method

GPTKB entity

Statements (25)
Predicate Object
gptkbp:instanceOf Numerical method
gptkbp:advantage Faster convergence than Monte Carlo method
gptkbp:alternativeTo gptkb:Monte_Carlo_method
gptkbp:application gptkb:Computer_graphics
Engineering
Financial mathematics
Physics simulations
gptkbp:basedOn Low-discrepancy sequences
gptkbp:field Statistics
Numerical analysis
Computational mathematics
gptkbp:firstDescribed 1951
https://www.w3.org/2000/01/rdf-schema#label Quasi-Monte Carlo method
gptkbp:limitation Curse of dimensionality
gptkbp:relatedConcept Discrepancy theory
Randomized Quasi-Monte Carlo method
Uniform distribution modulo 1
gptkbp:sequence gptkb:Halton_sequence
gptkb:Sobol_sequence
Faure sequence
gptkbp:usedFor gptkb:simulation
High-dimensional integration
Numerical integration
gptkbp:bfsParent gptkb:Monte_Carlo_method
gptkbp:bfsLayer 5