Quasi-Monte Carlo method
id:
quasi-monte-carlo-method-256-3840120
title:
Quasi-Monte Carlo method
text:
In numerical analysis, the 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) to achieve variance reduction. This is in contrast to the regular Monte Carlo method or Monte Carlo integration, which are based on sequences of pseudorandom numbers. Monte Carlo and quasi-Monte Carlo methods are stated in a similar way.
The problem is to approximate the integral of a
brand slug:
wiki
category slug:
encyclopedia
description:
Numerical integration process
original url:
https://en.wikipedia.org/wiki/Quasi-Monte_Carlo_method
date created:
date modified:
2024-02-16T11:16:16Z
main entity:
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image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/a/a4/Pseudorandom_sequence_2D.svg","width":289,"height":289}
fields total:
13
integrity:
15