Quasi-Monte Carlo: A High-Dimensional Experiment
MONTE CARLO METHODS AND APPLICATIONS(2014)
摘要
Certain very high-dimensional integrals can be efficiently approximated by quasi-Monte Carlo (q-MC) methods. If the average dimension of the integrand is small, the convergence rate can be near to 1/N, where N is the sample size.
更多查看译文
关键词
Quasi-Monte Carlo, Sobol sequences, high-dimensional integration, average dimension, mean dimension
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要