Statements (28)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:logic
|
gptkbp:advantage |
gptkb:Monte_Carlo_methods
|
gptkbp:alternativeTo |
random sampling
|
gptkbp:appliesTo |
gptkb:computational_finance
computer graphics engineering physics simulations |
gptkbp:category |
sampling method
deterministic method integration technique |
gptkbp:convergesTo |
O(1/N)
|
https://www.w3.org/2000/01/rdf-schema#label |
Quasi-Monte Carlo methods
|
gptkbp:improves |
convergence rate
|
gptkbp:introducedIn |
mid-20th century
|
gptkbp:MonteCarloConvergenceRate |
O(1/sqrt(N))
|
gptkbp:relatedTo |
gptkb:Monte_Carlo_methods
|
gptkbp:studiedBy |
gptkb:mathematician
computer scientists numerical analysts |
gptkbp:usedFor |
numerical integration
high-dimensional integration |
gptkbp:uses |
gptkb:Halton_sequence
gptkb:Niederreiter_sequence gptkb:Sobol_sequence Faure sequence low-discrepancy sequences |
gptkbp:bfsParent |
gptkb:John_Halton
|
gptkbp:bfsLayer |
8
|