Quasi-Monte Carlo for an Integrand with a Singularity along a Diagonal in the Square.

Kinjal Basu Art B. Owen

Published in: CoRR (2016)

Keyphrases

quasi monte carlo
monte carlo
variance reduction
particle filter
state space
covariance matrix
scale space
sample size
importance sampling
visual tracking
decision trees
dynamic programming
graphical models
error rate
moving objects
search algorithm
multiscale