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- Quasi-Monte_Carlo_method abstract "In numerical analysis, 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). 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 function f as the average of the function evaluated at a set of points x1, ..., xN:Since we are integrating over the s-dimensional unit cube, each xi is a vector of s elements. The difference between quasi-Monte Carlo and Monte Carlo is the way the xi are chosen. Quasi-Monte Carlo uses a low-discrepancy sequence such as the Halton sequence, the Sobol sequence, or the Faure sequence, whereas Monte Carlo uses a pseudorandom sequence. The advantage of using low-discrepancy sequences is a faster rate of convergence. Quasi-Monte Carlo has a rate of convergence close to O(1/N), whereas the rate for the Monte Carlo method is O(N-0.5).The Quasi-Monte Carlo method recently became popular in the area of mathematical finance or computational finance. In these areas, high-dimensional numerical integrals, where the integral should be evaluated within a threshold ε, occur frequently. Hence, the Monte Carlo method and the quasi-Monte Carlo method are beneficial in these situations.".
- Quasi-Monte_Carlo_method thumbnail Pseudorandom_sequence_2D.svg?width=300.
- Quasi-Monte_Carlo_method wikiPageExternalLink Cubature.
- Quasi-Monte_Carlo_method wikiPageExternalLink morokoff94quasirandom.html.
- Quasi-Monte_Carlo_method wikiPageExternalLink Main_Page.
- Quasi-Monte_Carlo_method wikiPageExternalLink quasi_mc.html.
- Quasi-Monte_Carlo_method wikiPageID "487599".
- Quasi-Monte_Carlo_method wikiPageRevisionID "606353876".
- Quasi-Monte_Carlo_method caption "[Low-discrepancy sequence ]".
- Quasi-Monte_Carlo_method caption "[Pseudorandom sequence]".
- Quasi-Monte_Carlo_method direction "horizontal".
- Quasi-Monte_Carlo_method footer "256".
- Quasi-Monte_Carlo_method hasPhotoCollection Quasi-Monte_Carlo_method.
- Quasi-Monte_Carlo_method image "Pseudorandom sequence 2D.svg".
- Quasi-Monte_Carlo_method image "Sobol_sequence_2D.svg".
- Quasi-Monte_Carlo_method subject Category:Monte_Carlo_methods.
- Quasi-Monte_Carlo_method subject Category:Quasirandomness.
- Quasi-Monte_Carlo_method type Ability105616246.
- Quasi-Monte_Carlo_method type Abstraction100002137.
- Quasi-Monte_Carlo_method type Cognition100023271.
- Quasi-Monte_Carlo_method type Know-how105616786.
- Quasi-Monte_Carlo_method type Method105660268.
- Quasi-Monte_Carlo_method type MonteCarloMethods.
- Quasi-Monte_Carlo_method type PsychologicalFeature100023100.
- Quasi-Monte_Carlo_method comment "In numerical analysis, 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).".
- Quasi-Monte_Carlo_method label "Méthode de quasi-Monte-Carlo".
- Quasi-Monte_Carlo_method label "Quasi-Monte Carlo method".
- Quasi-Monte_Carlo_method label "拟蒙特卡罗方法".
- Quasi-Monte_Carlo_method sameAs Méthode_de_quasi-Monte-Carlo.
- Quasi-Monte_Carlo_method sameAs m.02gf6s.
- Quasi-Monte_Carlo_method sameAs Q7269435.
- Quasi-Monte_Carlo_method sameAs Q7269435.
- Quasi-Monte_Carlo_method sameAs Quasi-Monte_Carlo_method.
- Quasi-Monte_Carlo_method wasDerivedFrom Quasi-Monte_Carlo_method?oldid=606353876.
- Quasi-Monte_Carlo_method depiction Pseudorandom_sequence_2D.svg.
- Quasi-Monte_Carlo_method isPrimaryTopicOf Quasi-Monte_Carlo_method.
