Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin
classification
📊 stat.CO
keywords
carloquasi-montediscussionvarianceaccompanyingapplicationschopindetails
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A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applications. Further details are provided in the accompanying paper "Variance Reduction for Quasi-Monte Carlo".
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