A Tool for Custom Construction of QMC and RQMC Point Sets
Pierre L’Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
Topics & Concepts
Latin hypercube samplingHilbert spaceHypercubeLattice (music)Quasi-Monte Carlo methodMonte Carlo methodMathematicsComputer scienceVariance (accounting)PolynomialAlgorithmTheoretical computer sciencePure mathematicsAlgebra over a fieldDiscrete mathematicsHybrid Monte CarloMarkov chain Monte CarloMathematical analysisStatisticsAccountingBusinessAcousticsPhysicsMathematical Approximation and IntegrationElectron and X-Ray Spectroscopy TechniquesProbabilistic and Robust Engineering Design