Error in Monte Carlo, quasi-error in Quasi-Monte Carlo.

Ronald Kleiss Achilleas Lazopoulos

Published in: Comput. Phys. Commun. (2006)

Keyphrases

monte carlo
quasi monte carlo
variance reduction
monte carlo simulation
error rate
markov chain
particle filter
monte carlo methods
objective function
point processes
learning algorithm
maximum likelihood
temporal difference
importance sampling
matrix inversion
monte carlo tree search