Quasi-Monte Carlo methods

GPTKB entity

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