On the Convergence Rate of Randomized Quasi-Monte Carlo for Discontinuous Functions.
Zhijian HeXiaoqun WangPublished in: SIAM J. Numer. Anal. (2015)
Keyphrases
- convergence rate
- quasi monte carlo
- monte carlo
- convergence speed
- particle filter
- learning rate
- step size
- gradient method
- variance reduction
- global convergence
- state space
- mutation operator
- support vector
- continuous functions
- faster convergence rate
- cost function
- wavelet neural network
- numerical stability
- computational complexity