Questions tagged [quasi-monte-carlo]

quasi monte carlo is a technique for doing monte carlo integration and other monte carlo simulations, replacing the usual pseudo random sequence with a low-discrepancy sequence. This can be seen as a general trick to lower the variance introducing dependency into the random number sequence.

For more information, see https://en.wikipedia.org/wiki/Quasi-Monte_Carlo_method

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Do quasi random number generators sample only uniform distribution?

From Wikipedia quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences). It seems to me low discrepancy…
Tim
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Generation of completely uniformly distributed sequences

In quasi-Monte Carlo, there is a rather strong notion "completely uniformly distributed" sequences, which somehow mimics independence and is described, for example, at the end of this post. While the theory is clear to me, how do we practically…
0xbadf00d
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