Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?

Giray Ökten Ahmet Göncü

Published in: Math. Comput. Model. (2011)

Keyphrases

normal distribution
low discrepancy sequences
standard deviation
covariance matrix
random variables
probability density function
probability distribution
information retrieval
linear program
monte carlo methods
machine learning
probabilistic model
gaussian distribution