quasi-Monte Carlo method

GPTKB entity

Statements (27)
Predicate Object
gptkbp:instanceOf gptkb:logic
integration method
gptkbp:advantage faster convergence
gptkbp:category computational mathematics
numerical integration
gptkbp:contrastsWith gptkb:Monte_Carlo_method
gptkbp:convergesTo O(1/N)
gptkbp:developedBy 20th century
gptkbp:field gptkb:mathematics
computational science
statistics
https://www.w3.org/2000/01/rdf-schema#label quasi-Monte Carlo method
gptkbp:MonteCarloConvergenceRate O(1/sqrt(N))
gptkbp:notableContributor Henri Faure
Ilya Sobol
J. H. Halton
gptkbp:relatedTo gptkb:probability_theory
numerical analysis
randomized quasi-Monte Carlo method
gptkbp:sequence gptkb:Halton_sequence
gptkb:Sobol_sequence
Faure sequence
gptkbp:usedFor numerical integration
high-dimensional integration
gptkbp:uses low-discrepancy sequences
gptkbp:bfsParent gptkb:Monte_Carlo_integration
gptkbp:bfsLayer 6